pith. sign in

arxiv: 1204.4554 · v2 · pith:LHDXGWEDnew · submitted 2012-04-20 · 🧮 math.PR

A quenched weak invariance principle

classification 🧮 math.PR
keywords almostapplicationsapproximationcentralchainsclassconditionalcriterion
0
0 comments X
read the original 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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.