A quenched weak invariance principle
Probability
2013-03-07 v2
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.
Cite
@article{arxiv.1204.4554,
title = {A quenched weak invariance principle},
author = {Jérôme Dedecker and Florence Merlevède and Magda Peligrad},
journal= {arXiv preprint arXiv:1204.4554},
year = {2013}
}
Comments
accepted for publication in AIHP