Quenched Invariance Principles via Martingale Approximation (1304.4580v1)

Abstract: In this paper we survey the almost sure central limit theorem and its functional form (quenched) for stationary and ergodic processes. For additive functionals of a stationary and ergodic Markov chain these theorems are known under the terminology of central limit theorem and its functional form, started at a point. All these results have in common that they are obtained via a martingale approximation in the almost sure sense. We point out several applications of these results to classes of mixing sequences, shift processes, reversible Markov chains, Metropolis Hastings algorithms.