Source: wikibot/markov-chain-central-limit-theorem
= Markov chain central limit theorem
{wiki=Markov_chain_central_limit_theorem}
The Markov Chain Central Limit Theorem (CLT) is a generalization of the Central Limit Theorem that applies to Markov chains. The classical CLT states that the sum (or average) of a large number of independent and identically distributed (i.i.d.) random variables will be approximately normally distributed, regardless of the original distribution of the variables.