A quenched invariance principle for stationary processes
Probability
2012-02-23 v1
Abstract
In this note, we prove a conditionally centered version of the quenched weak invariance principle under the Hannan condition, for stationary processes. In the course, we obtain a (new) construction of the fact that any stationary process may be seen as a functional of a Markov chain.
Keywords
Cite
@article{arxiv.1202.4875,
title = {A quenched invariance principle for stationary processes},
author = {Christophe Cuny and Dalibor Volny},
journal= {arXiv preprint arXiv:1202.4875},
year = {2012}
}