## On martingale approximations and the quenched weak invariance principle

- Christophe Cuny, Florence Merlevède
- 2017

@inproceedings{Durieu2008AP2, title={A pr 2 00 8 Independence of Four Projective Criteria for the Weak Invariance Principle}, author={Olivier Durieu}, year={2008} }

- Published 2008

Let (Xi)i∈Z be a regular stationary process for a given filtration. The weak invariance principle holds under the condition ∑ i∈Z ‖P0(Xi)‖2 < ∞ (see [11], [2], [3]). In this paper, we show that this criterion is independent of other known criteria: the martingalecoboundary decomposition of Gordin (see [7], [8]), the criterion of Dedecker and Rio (see [4… CONTINUE READING

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