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A quenched weak invariance principle
| Content Provider | Hyper Articles en Ligne (HAL) |
|---|---|
| Author | Dedecker, Jérôme Merlevède, Florence Peligrad, Magda |
| Abstract | 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 non irreducible Markov chains are given. The proofs are based on the normal approximation of double indexed martingale-like sequences, a theory which has interest in itself. |
| Ending Page | 898 |
| Page Count | 27 |
| Starting Page | 872 |
| File Format | |
| ISSN | 02460203 |
| Journal | Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques |
| Issue Number | 3 |
| Volume Number | 50 |
| Language | English |
| Publisher | Institute Henri Poincaré |
| Publisher Date | 2014-01-01 |
| Access Restriction | Open |
| Subject Keyword | Markov chains weak invariance principle quenched central limit theorem math Mathematics [math] Probability [math.PR] |
| Content Type | Text |
| Resource Type | Article |
| Subject | Statistics and Probability Statistics, Probability and Uncertainty |
