Invariance principles under weak dependence

DOI10.1016/0047-259X(86)90034-5zbMath0603.60023MaRDI QIDQ1082711

Magda Peligrad

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

maximal correlationstrong mixing sequencesecond order stationary

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (7)

Invariance principles under a two-part mixing assumption ⋮ On the asymptotic normality of sequences of weak dependent random variables ⋮ On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient ⋮ Maximum of partial sums and an invariance principle for a class of weak dependent random variables ⋮ Non-Markovian State-Dependent Networks in Critical Loading ⋮ On the simultaneous behavior of the dependence coefficients associated with three mixing conditions ⋮ Some examples of mixing random fields

Cites Work

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• A functional central limit theorem for weakly dependent sequences of random variables
• A functional central limit theorem for \(\rho\) -mixing sequences
• Central limit theorems under weak dependence
• Invariance principles for mixing sequences of random variables
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A remark on the central limit question for dependent random variables
• Central Limit Theorems for dependent variables. I
• Mixing Conditions for Markov Chains
• A Note on the Central Limit Theorems for Dependent Random Variables
• Almost sure invariance principles for partial sums of weakly dependent random variables
• Moment bounds for stationary mixing sequences
• Invariance principles for dependent variables

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