A quenched invariance principle for stationary processes

Christophe Cuny; Dalibor Volny

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arXiv · 1202.4875

A quenched invariance principle for stationary processes

Christophe Cuny·Dalibor Volny

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Abstract

In this note, we prove a conditionally centered version of the quenched weak invariance principle under the Hannan condition, for stationary processes. In the course, we obtain a (new) construction of the fact that any stationary process may be seen as a functional of a Markov chain.

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Christophe Cuny, Dalibor Volny. 2012-02-22. A quenched invariance principle for stationary processes. https://arxiv.org/abs/1202.4875

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