Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549883 | Statistics & Probability Letters | 2014 | 7 Pages |
Abstract
It is shown that the existence of an L1 martingale-coboundary decomposition does not imply the quenched version of the Central Limit Theorem. In another result, it is shown that a condition proposed by Hannan does imply quenched convergence for a centered version of the sum while a condition proposed by Heyde does not imply quenched convergence.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Dalibor Volný, Michael Woodroofe,