arXiv:2609.07819v2 Announce Type: replace-cross Abstract: Markov chain central limit theorems (CLTs) and their associated variances are very important for implementing Markov chain Monte Carlo algorithms among other applications. H\"aggstr\"om and Rosenthal (2007) presented various results regarding the equality of different formulae for this variance and also posed seven open problems. We resolve all seven in this paper. Our main result is a general characterization of Markov chain CLTs: for stationary and ergodic Markov chains, we prove that the normalized partial sums satisfy a $\sqrt{n}$-CLT if and only if the Poisson equation admits a finite solution with square-integrable martingale differences whose second moment equals the CLT variance. In particular, this result does not require reversibility of the chain or square integrability of the function. It implies that Roberts' holding-probability condition always precludes a $\sqrt{n}$-CLT, and for reversible chains, whenever a $\sqrt{n}$-CLT holds, the variance limit is finite if the function is square-integrable, otherwise undefined. In addition, we develop a general principle that expresses Fourier coefficients as the autocovariances of an ergodic nonreversible Markov chain.