= Central limit theorem for a geometrically ergodic Markov chain
{title2=$\sqrt n(\overline h_n-\pi h)\Rightarrow N(0,v_h)$}
For an aperiodic positive Harris recurrent <Markov chain> with <geometric ergodicity>, an observable with stationary moment $\pi(|h|^{2+\delta})<\infty$ for some $\delta>0$ satisfies a <central limit theorem>. Its asymptotic <variance> is $\gamma_h(0)+2\sum_{k\geq1}\gamma_h(k)$, with stationary covariances. Ergodicity alone does not guarantee this theorem.
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