Counterexamples in the Central Limit Theory of Markov Chains

My involvements in the study of central limit theorems for Markov chains tend to be of the following form: I learn from Jeff Rosenthal about something that is believed to hold, and a counterexample that overthrows the belief soon presents itself. I will recall a couple of such events, and explain the (fairly instructive) counterexamples.

Speaker Details

Olle Haggstrom earned his Ph.D. in mathematical statistics in 1994 at Chalmers, Sweden, where he is now a professor of the same subject. His main research area is probability theory. He is a member of the Royal Swedish Academy of Sciences, and has served as chairman of the Swedish Mathematical Society.

Olle Haggstrom
Chalmers, Sweden