Quenched Invariance Principles via Martingale Approximation
From MaRDI portal
Publication:5272946
DOI10.1007/978-1-4939-3076-0_9zbMath1368.60037arXiv1304.4580OpenAlexW1547042987MaRDI QIDQ5272946
Publication date: 5 July 2017
Published in: Asymptotic Laws and Methods in Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.4580
Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Related Items
On the quenched central limit theorem for stationary random fields under projective criteria, Central Limit Theorem for some non-stationary Markov chains, Quenched limit theorems for Fourier transforms and periodogram, Quenched invariance principles for orthomartingale-like sequences
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A quenched weak invariance principle
- On the functional central limit theorem via martingale approximation
- Almost sure invariance principles via martingale approximation
- Comparison between criteria leading to the weak invariance principle
- On the weak invariance principle for stationary sequences under projective criteria
- Quenched invariance principle for multidimensional ballistic random walk in a random environment with a forbidden direction
- An almost sure invariance principle for additive functionals of Markov chains
- On martingale approximations
- Recent advances in invariance principles for stationary sequences
- Moment inequalities for sums of dependent random variables under projective conditions
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- The central limit theorem for time series regression
- Fluctuations of sequences which converge in distribution
- Almost sure invariance principles for mixing sequences of random variables
- Coupling for \(\tau\)-dependent sequences and applications
- A new maximal inequality and invariance principle for stationary sequences
- New dependence coefficients. Examples and applications to statistics
- The central limit theorem for Markov chains started at a point
- Necessary and sufficient conditions for the conditional central limit theorem
- Central limit theorems for additive functionals of Markov chains.
- Martingale approximations for sums of stationary processes.
- Maximal inequalities for partial sums of \(\rho\)-mixing sequences
- Central limit theorem for Fourier transforms of stationary processes
- On the functional central limit theorem for stationary processes
- Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains
- Quenched central limit theorems for sums of stationary processes
- On martingale approximations and the quenched weak invariance principle
- Law of the iterated logarithm for stationary processes
- On the weak invariance principle for non-adapted sequences under projective criteria
- A nonadapted version of the invariance principle of Peligrad and Utev
- A quenched invariance principle for stationary processes
- POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES
- A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
- Independence of Four Projective Criteria for the Weak Invariance Principle
- On the central limit theorem for stationary processes
- Almost sure invariance principles for partial sums of weakly dependent random variables
- Limit theorems for functionals of ergodic Markov chains with general state space
- Spectral Criteria for Existence ofGeneralized Ergodic Transforms
- Central limit theorems for time series regression
- The central limit theorem for Markov chains with normal transition operators, started at a point
- Fractional Poisson equations and ergodic theorems for fractional coboundaries
