On the functional CLT for stationary Markov chains started at a point (Q271861): Difference between revisions

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+.05532
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+Quenched limit theorems for Fourier transforms and periodogram
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+Q5560061
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+Q4318855
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+Limit theorems for functionals of ergodic Markov chains with general state space
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+POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES
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+On martingale approximations and the quenched weak invariance principle
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+Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains
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+A quenched invariance principle for stationary processes
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+A quenched weak invariance principle
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+On the functional central limit theorem for stationary processes
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+New techniques for empirical processes of dependent data
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+The central limit theorem for Markov chains with normal transition operators, started at a point
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+The central limit theorem for Markov chains started at a point
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+The functional central limit theorem for strongly mixing processes
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+Independence of Four Projective Criteria for the Weak Invariance Principle
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+Comparison between criteria leading to the weak invariance principle
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+Operator Theoretic Aspects of Ergodic Theory
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+On the functional central limit theorem via martingale approximation
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+On the central limit theorem for stationary processes
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+Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
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+Central limit theorems for additive functionals of Markov chains.
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+On the weak invariance principle for stationary sequences under projective criteria
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+Almost sure invariance principles via martingale approximation
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+Sharp conditions for the CLT of linear processes in a Hilbert space
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+Conditional central limit theorem via martingale approximation
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+Quenched invariance principle for multidimensional ballistic random walk in a random environment with a forbidden direction
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+An almost sure invariance principle for additive functionals of Markov chains
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+Asymptotic theory of weakly dependent stochastic processes
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+ON THE MAXIMAL ERGODIC THEOREM
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+Quenched central limit theorems for sums of stationary processes
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+Martingale approximations for sums of stationary processes.
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+On martingale approximations
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