Article ID Journal Published Year Pages File Type
7549883 Statistics & Probability Letters 2014 7 Pages PDF
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
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