A quenched weak invariance principle

DOI10.1214/13-AIHP553zbMath1304.60031arXiv1204.4554MaRDI QIDQ405496

Florence Merlevède, Magda Peligrad, Jérôme Dedecker

Publication date: 5 September 2014

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.4554

zbMATH Keywords

Markov chainsweak invariance principlestrong mixingquenched central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Functional limit theorems; invariance principles (60F17)

Related Items (7)

On the functional CLT for stationary Markov chains started at a point ⋮ On the quenched CLT for stationary Markov chains ⋮ On the quenched central limit theorem for stationary random fields under projective criteria ⋮ On martingale approximations and the quenched weak invariance principle ⋮ Quenched limit theorems for Fourier transforms and periodogram ⋮ Functional CLT for martingale-like nonstationary dependent structures ⋮ Quenched Invariance Principles via Martingale Approximation

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