Quenched central limit theorems for a stationary linear process
Probability
2015-05-22 v2
Abstract
We find a sufficient condition under which a central limit theorem for a stationary linear process is quenched. We find a stationary linear process szatisfying the Maxwell-Woodroofe condition for which the variances of partial sums are o(n), there is a CLT with a convergence towards N(0,1) when dividing by standard deviation of the partial sums, and the CLT is not quenched. The weak invariance principle does not hold.
Cite
@article{arxiv.1504.02453,
title = {Quenched central limit theorems for a stationary linear process},
author = {Dalibor Volny and Michael Woodroofe},
journal= {arXiv preprint arXiv:1504.02453},
year = {2015}
}