A quenched weak invariance principle
A quenched weak invariance principle
复制标题
淬灭的弱不变性原理
DOI：
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发表时间：
2012
期刊：
影响因子：
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通讯作者：
M. Peligrad
中科院分区：
文献类型：
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作者：
J. Dedecker;F. Merlevède;M. Peligrad
本文研究了一类满足投影准则的随机变量的几乎处处条件中心极限定理的泛函形式。应用到强混合过程和不可约马尔可夫链。证明是基于正常的双指标鞅样序列，理论本身有兴趣的近似。
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.