A quenched weak invariance principle

作者：Dedecker Jerome^*; Merlevede Florence; Peligrad Magda

来源：Annales de l Institut Henri Poincare-Probabilites et Statistiques, 2014, 50(3): 872-898.

DOI：10.1214/13-AIHP553

• Quenched central limit theorem
• Weak invariance principle
• Strong mixing
• Markov chains

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 nonirreducible Markov chains are given. The proofs are based on the normal approximation of double indexed martingale-like sequences, an approach which has interest in itself.

• 出版日期2014-8