On the Quenched Functional Central Limit Theorem for Stationary Random Fields under Projective Criteria

TL;DR

This paper extends quenched functional CLTs for stationary random fields under weaker conditions than previous work, using Orlicz space assumptions and new inequalities, broadening applicability to various stochastic processes.

Contribution

It introduces quenched functional CLTs for random fields under projective criteria with weaker assumptions, replacing moment conditions with Orlicz space conditions.

Findings

Established quenched functional CLTs under weaker assumptions.

Derived a Rosenthal type inequality for Orlicz spaces.

Applied results to various stochastic processes.

Abstract

In this work we study and establish some quenched functional Central Limit Theorems (CLTs) for stationary random fields under a projective criteria. These results are functional generalizations of the theorems obtained by Zhang et al. (2020) and of the quenched functional CLTs for ortho-martingales established by Peligrad and Voln{\'y} (2020) to random fields satisfying a Hannan type projective condition. In the work of Zhang et al. (2020), the authors have already proven a quenched functional CLT however the assumptions were not optimal as they require the existence of a 2 + $\delta$-moment. In this article, we establish the results under weaker assumptions, namely we only require an Orlicz space condition to hold. The methods used to obtain these generalizations are somewhat similar to the ones used by Zhang et al. (2020) but we improve on them in order to obtain results within the functional framework. Moreover, a Rosenthal type inequality for said Orlicz space is also derived and used to obtain a sufficient condition analogous to that of Theorem 4.4 in the work of Zhang et al. (2020). Finally, we apply our new results to derive some quenched functional CLTs under weak assumptions for a variety of stochastic processes.