{
  "id": "1504.02453",
  "version": "v1",
  "published": "2015-04-09T19:45:25.000Z",
  "updated": "2015-04-09T19:45:25.000Z",
  "title": "Quenched central limit theorems for a stationary linear process",
  "authors": [
    "Dalibor Volny",
    "Michael Woodroofe"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-04-09T19:45:25.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F05",
      "60G10",
      "60G42",
      "28D05"
    ],
    "keywords": [
      "quenched central limit theorems",
      "partial sums",
      "weak invariance principle",
      "sufficient condition",
      "stationary linear process szatisfying"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150402453V"
    }
  }
}