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  • 标题:A quenched invariance principle for stationary processes
  • 本地全文:下载
  • 作者:Christophe Cuny ; Dalibor Volný
  • 期刊名称:Latin American Journal of Probability and Mathematical Statistics
  • 电子版ISSN:1980-0436
  • 出版年度:2013
  • 卷号:X
  • 页码:107-115
  • 出版社:Instituto Nacional De Matemática Pura E Aplicada
  • 摘要:In this note, we prove a conditionally centered version of the quenchedweak invariance principle under the Hannan condition, for stationary processes. Inthe course, we obtain a (new) construction of the fact that any stationary processmay be seen as a functional of a Markov chain.
  • 关键词:stationary process; martingales; CLT; quenched invariance principles
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