Almost sure invariance principles via martingale approximation
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Publication:655321
DOI10.1016/j.spa.2011.09.004zbMath1230.60029arXiv1103.6266OpenAlexW2045680406MaRDI QIDQ655321
Costel Peligrad, Florence Merlevède, Magda Peligrad
Publication date: 4 January 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.6266
law of the iterated logarithmmartingale approximationfunctional CLTalmost sure approximationalmost sure CLTnormal Markov chainsquenched CLT
Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Related Items
On the functional CLT for stationary Markov chains started at a point ⋮ Limit theorems for Markov chains by the symmetrization method ⋮ A quenched weak invariance principle ⋮ On the quenched CLT for stationary Markov chains ⋮ On martingale approximations and the quenched weak invariance principle ⋮ On the Komlós, Major and Tusnády strong approximation for some classes of random iterates ⋮ Strong invariance principles with rate for ``reverse martingale differences and applications ⋮ Quenched Invariance Principles via Martingale Approximation
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