A quenched invariance principle for stationary processes

作者:Cuny Christophe*; Volny Dalibor
来源:Alea (Rio de Janeiro): Latin American Journal of Probability and Mathematical Statistics , 2013, 10(1): 107-115.

摘要

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.

  • 出版日期2013