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arxiv: 1504.02453 · v2 · pith:UDKV6E5Bnew · submitted 2015-04-09 · 🧮 math.PR

Quenched central limit theorems for a stationary linear process

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keywords linearprocessquenchedstationarycentralconditionfindlimit
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We find a sufficient condition under which a central limit theorem for a stationary linear process is quenched. We find a stationary linear process szatisfying the Maxwell-Woodroofe condition for which the variances of partial sums are o(n), there is a CLT with a convergence towards N(0,1) when dividing by standard deviation of the partial sums, and the CLT is not quenched. The weak invariance principle does not hold.

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