Quenched Central Limit Theorems for Sums of Stationary Processes
Probability
2010-06-10 v1 Statistics Theory
Statistics Theory
Abstract
It is shown that the existence of an L^1 co boundary does not imply the quenched version of the central limit theorem. In another result it is shown that Hannan's condition does imply quenched convergence for an appropriately centered version of the sum.
Keywords
Cite
@article{arxiv.1006.1795,
title = {Quenched Central Limit Theorems for Sums of Stationary Processes},
author = {Dalibor Volný and Michael Woodroofe},
journal= {arXiv preprint arXiv:1006.1795},
year = {2010}
}