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Motivated by random evolutions which do not start from equilibrium, in a recent work, Peligrad and Voln\'{y} (2018) showed that the quenched CLT (central limit theorem) holds for ortho-martingale random fields. In this paper, we study the…

Probability · Mathematics 2019-09-12 Na Zhang , Lucas Reding , Magda Peligrad

We prove a quenched functional central limit theorem (quenched FCLT) for the sums of a random field (r.f.) along a Z d-random walk in different frameworks: probabilistic (when the r.f. is i.i.d. or a moving average of i.i.d. random…

Dynamical Systems · Mathematics 2021-04-27 Jean-Pierre Conze

In this paper we study the central limit theorem and its functional form for random fields which are not started from their equilibrium, but rather under the measure conditioned by the past sigma field. The initial class considered is that…

Probability · Mathematics 2019-05-13 Magda Peligrad , Dalibor Volný

We present a general functional central limit theorem started at a point also known under the name of quenched. As a consequence, we point out several new classes of stationary processes, defined via projection conditions, which satisfy…

Probability · Mathematics 2016-01-19 David Barrera , Costel Peligrad , Magda Peligrad

We prove a quenched functional central limit theorem (quenched FCLT) for the sums of a random field (r.f.) along a 2d-random walk in different situations: when the r.f. is iid with a second order moment (random sceneries), or when it is…

Probability · Mathematics 2019-08-13 Guy Cohen , Jean-Pierre Conze

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…

Probability · Mathematics 2015-05-22 Dalibor Volny , Michael Woodroofe

We consider a random field, defined on an integer-valued d-dimensional lattice, with covariance function satisfying a condition more general than summability. Such condition appeared in the well-known Newman's conjecture concerning the…

Probability · Mathematics 2011-04-22 Alexander Bulinski

A recent result by Barrera and Peligrad shows that the quenched Central Limit Theorem holds for the discrete Fourier transforms (DFT) of a stationary process in $L^2$ if a "random" centering is used. In this note we show that this is a…

Probability · Mathematics 2014-11-12 David Barrera

We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…

Statistics Theory · Mathematics 2026-03-26 Ziwei Su , Imon Banerjee , Diego Klabjan

We establish a quenched Central Limit Theorem (CLT) for a smooth observable of random sequences of iterated linear hyperbolic maps on the torus. To this end we also obtain an annealed CLT for the same system. We show that, almost surely,…

Dynamical Systems · Mathematics 2011-10-18 Arvind Ayyer , Carlangelo Liverani , Mikko Stenlund

We prove a quenched central limit theorem for random walks in i.i.d. weakly elliptic random environments in the ballistic regime. Such theorems have been proved recently by Rassoul-Agha and Sepp\"al\"ainen in [10] and Berger and Zeitouni in…

Probability · Mathematics 2014-09-22 Elodie Bouchet , Christophe Sabot , Renato Soares Dos Santos

In this paper we give sufficient conditions for the almost sure central limit theorem started at a point, known under the name of quenched central limit theorem. This is achieved by using a new idea of conditioning with respect to both the…

Probability · Mathematics 2022-09-08 Magda Peligrad

In this paper, we study the quenched central limit theorem for the discrete Fourier transform. We show that the Fourier transform of a stationary ergodic process, suitable centered and normalized, satisfies the quenched CLT conditioned by…

Probability · Mathematics 2016-01-18 David Barrera , Magda Peligrad

The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under…

Probability · Mathematics 2019-12-11 Li-Xin Zhang

We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem (LCLT) for non-autonomous dynamical systems. A key advance is the extension of the spectral…

Dynamical Systems · Mathematics 2018-02-14 Davor Dragicevic , Gary Froyland , Cecilia Gonzalez-Tokman , Sandro Vaienti

In this paper we study the functional central limit theorem for stationary Markov chains with self-adjoint operator and general state space. We investigate the case when the variance of the partial sum is not asymptotically linear in n; and…

Probability · Mathematics 2013-05-10 Martial Longla , Costel Peligrad , Magda Peligrad

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2012-10-05 Christophe Gallesco , Serguei Popov

We formulate and prove a new sufficient conditions for Central Limit Theorem(CLT) in the space of continuous functions in the terms typical for the approximation theory. We prove that the conditions for continuous CLT obtained by N.C.Jain…

Probability · Mathematics 2013-04-02 E. Ostrovsky , L. Sirota

In this paper we develop non-stationary martingale techniques for dependent data. We shall stress the non-stationary version of the projective Maxwell-Woodroofe condition, which will be essential for obtaining maximal inequalities and…

We derive a functional central limit theorem (fclt) for normalised sums of a function of the partial sums of independent and identically distributed random variables. In particular, we show, using a technique presented in Huang and Zhang…

Probability · Mathematics 2015-05-21 Kamil Marcin Kosiński
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