Quenched Invariance Principles via Martingale ApproximationReportar como inadecuado



 Quenched Invariance Principles via Martingale Approximation


Quenched Invariance Principles via Martingale Approximation - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

Descargar gratis o leer online en formato PDF el libro: Quenched Invariance Principles via Martingale Approximation
In this paper we survey the almost sure central limit theorem and its functional form quenched for stationary and ergodic processes. For additive functionals of a stationary and ergodic Markov chain these theorems are known under the terminology of central limit theorem and its functional form, started at a point. All these results have in common that they are obtained via a martingale approximation in the almost sure sense. We point out several applications of these results to classes of mixing sequences, shift processes, reversible Markov chains, Metropolis Hastings algorithms.



Autor: Magda Peligrad

Fuente: https://archive.org/







Documentos relacionados