Quenched Invariance Principles via Martingale Approximation (Q5272946)

scientific article; zbMATH DE number 6739842

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English	Quenched Invariance Principles via Martingale Approximation	scientific article; zbMATH DE number 6739842

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instance of

scholarly article

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title

Quenched Invariance Principles via Martingale Approximation (English)

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zbMATH Open document ID

1368.60037

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DOI

10.1007/978-1-4939-3076-0_9

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author

Magda Peligrad

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published in

Asymptotic Laws and Methods in Stochastics

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publication date

5 July 2017

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full work available at URL

https://arxiv.org/abs/1304.4580

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Mathematics Subject Classification ID

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quenched invariance principles

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almost sure central limit theorem

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martingale approximations

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MaRDI profile type

MaRDI publication profile

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Limit theorems for functionals of ergodic Markov chains with general state space

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POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES

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Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains

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On martingale approximations and the quenched weak invariance principle

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A quenched invariance principle for stationary processes

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On the functional central limit theorem for stationary processes

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Necessary and sufficient conditions for the conditional central limit theorem

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Coupling for \(\tau\)-dependent sequences and applications

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New dependence coefficients. Examples and applications to statistics

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On the weak invariance principle for non-adapted sequences under projective criteria

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A quenched weak invariance principle

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The central limit theorem for Markov chains with normal transition operators, started at a point

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Fractional Poisson equations and ergodic theorems for fractional coboundaries

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The central limit theorem for Markov chains started at a point

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Q5432027

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Comparison between criteria leading to the weak invariance principle

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Independence of Four Projective Criteria for the Weak Invariance Principle

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Spectral Criteria for Existence ofGeneralized Ergodic Transforms

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Q5614322

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On the functional central limit theorem via martingale approximation

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Q3911791

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Central limit theorems for time series regression

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The central limit theorem for time series regression

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On the central limit theorem for stationary processes

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Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions

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Q4332749

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Central limit theorems for additive functionals of Markov chains.

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Recent advances in invariance principles for stationary sequences

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On the weak invariance principle for stationary sequences under projective criteria

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Almost sure invariance principles via martingale approximation

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A new maximal inequality and invariance principle for stationary sequences

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A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications

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Central limit theorem for Fourier transforms of stationary processes

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Almost sure invariance principles for partial sums of weakly dependent random variables

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Quenched invariance principle for multidimensional ballistic random walk in a random environment with a forbidden direction

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An almost sure invariance principle for additive functionals of Markov chains

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Almost sure invariance principles for mixing sequences of random variables

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Moment inequalities for sums of dependent random variables under projective conditions

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Fluctuations of sequences which converge in distribution

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Maximal inequalities for partial sums of \(\rho\)-mixing sequences

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A nonadapted version of the invariance principle of Peligrad and Utev

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Q3081674

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Quenched central limit theorems for sums of stationary processes

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Law of the iterated logarithm for stationary processes

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On martingale approximations

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Martingale approximations for sums of stationary processes.

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mardi Publication:5272946