Almost sure invariance principles via martingale approximation
From MaRDI portal
Publication:655321
DOI10.1016/j.spa.2011.09.004zbMath1230.60029arXiv1103.6266MaRDI QIDQ655321
Costel Peligrad, Florence Merlevède, Magda Peligrad
Publication date: 4 January 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.6266
law of the iterated logarithm; martingale approximation; functional CLT; almost sure approximation; almost sure CLT; normal Markov chains; quenched CLT
60F05: Central limit and other weak theorems
60J05: Discrete-time Markov processes on general state spaces
60F15: Strong limit theorems
60F17: Functional limit theorems; invariance principles
Related Items
Quenched Invariance Principles via Martingale Approximation, On the functional CLT for stationary Markov chains started at a point, A quenched weak invariance principle, Limit theorems for Markov chains by the symmetrization method, On the Komlós, Major and Tusnády strong approximation for some classes of random iterates, Strong invariance principles with rate for ``reverse martingale differences and applications, On martingale approximations and the quenched weak invariance principle
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