A quenched weak invariance principle
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Publication:405496
DOI10.1214/13-AIHP553zbMATH Open1304.60031arXiv1204.4554MaRDI QIDQ405496FDOQ405496
Authors: Jérôme Dedecker, Florence Merlevède, Magda Peligrad 
Publication date: 5 September 2014
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Abstract: In this paper we study the almost sure conditional central limit theorem in its functional form for a class of random variables satisfying a projective criterion. Applications to strongly mixing processes and non irreducible Markov chains are given. The proofs are based on the normal approximation of double indexed martingale-like sequences, a theory which has interest in itself.
Full work available at URL: https://arxiv.org/abs/1204.4554
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Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Discrete-time Markov processes on general state spaces (60J05)
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Cited In (10)
- On the functional CLT for stationary Markov chains started at a point
- On the quenched central limit theorem for stationary random fields under projective criteria
- Quenched limit theorems for Fourier transforms and periodogram
- Central limit theorem under the Dedecker-Rio condition in some Banach spaces
- On the quenched functional central limit theorem for stationary random fields under projective criteria
- On the quenched CLT for stationary Markov chains
- On martingale approximations and the quenched weak invariance principle
- A quenched invariance principle for stationary processes
- Functional CLT for martingale-like nonstationary dependent structures
- Quenched invariance principles via martingale approximation
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