A quenched weak invariance principle

Details A quenched weak invariance principle A quenched weak invariance principle

2012-04-20

arxiv.org/abs/1204.4554v1

Mathematics

Probability

27 pages

Scientific paper

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.

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