The Invariance Principle for Dependent Random Variables

DOI10.2307/1992915zbMath0075.13703OpenAlexW4233889724MaRDI QIDQ3240542

Patrick Billingsley

Publication date: 1956

Full work available at URL: https://doi.org/10.2307/1992915

zbMATH Keywords

Probability theory

Related Items (19)

Einstein relation for random walks in random environment ⋮ Limit theorems for regenerative phenomena, recurrent events and renewal theory ⋮ Limit theorems for regenerative phenomena, recurrent events and renewal theory ⋮ Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations ⋮ Limit theorems in the context of multivariate long-range dependence ⋮ Generalized Hermite processes, discrete chaos and limit theorems ⋮ Multivariate limits of multilinear polynomial-form processes with long memory ⋮ Idempotency of the hull-formation H ? ⋮ Convergence of long-memory discrete \(k\)th order Volterra processes ⋮ Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes ⋮ On Convergence of Stochastic Processes ⋮ Donsker's fuzzy invariance principle under the Lindeberg condition ⋮ Invariance principle for the sum of random variables defined on a homogeneous Markov chain ⋮ The speed of biased random walk among random conductances ⋮ On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes ⋮ Arcsine laws for random walks generated from random permutations with applications to genomics ⋮ Uniformity in weak convergence ⋮ An extension of central limit theorem for randomly indexed m-dependent random variables ⋮ On the existence of consistent estimates and tests

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The central limit theorem for dependent random variables
• On the number of positive sums of independent random variables
• Some probability limit theorems
• Fluctuation Theory of Recurrent Events
• Iterated Limits and the Central Limit Theorem for Dependent Variables
• On certain limit theorems of the theory of probability

This page was built for publication: The Invariance Principle for Dependent Random Variables