On the weak invariance principle and its quenched version under projective criteria | Vidéo | Carmin.tv

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On the weak invariance principle and its quenched version under projective criteria

By Florence Merlevède

Appears in collection : Limit theorems in dynamics and applications / Théorèmes limites en dynamique et applications

In this talk, we shall first review some projective criteria under which the central limit theorem holds. The projective criteria considered will be the Heyde criterion, the Hannan criterion, the Maxwell-Woodroofe condition and the Dedecker-Rio's condition. We shall also investigate under which projective criteria the reinforced versions of the CLT such as the weak invariance principle or the quenched CLT (and its functional form) still hold.

Information about the video

Date of recording 08/07/2014
Date of publication 22/07/2014
Institution CIRM
Licence CC BY NC ND
Language English
Director(s) Guillaume Hennenfent
Format MP4

Citation data

DOI 10.24350/CIRM.V.18538103
Cite this video Merlevède, Florence (08/07/2014). On the weak invariance principle and its quenched version under projective criteria. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.18538103
URL https://dx.doi.org/10.24350/CIRM.V.18538103

Domain(s)

Probability

Bibliography

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