Functional central limit theorem via nonstationary projective conditions (Q6150878)

Part of the book of [\textit{R. Adamczak} (ed.) et al., High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15--19, 2020. Cham: Springer (2023; Zbl 07730209)] In this chapter the authors survey some recent progress on the Gaussian approximation for nonstationary dependent structures via martingale methods. First, the authors present general theorems involving projective conditions for triangular arrays of random variables and then present various applications for rho-mixing and alpha-dependent triangular arrays, stationary sequences in a random time scenery, application to the quenched FCLT, application to linear statistics with alpha-dependent innovations, and application to functions of a triangular stationary Markov chain. Very nice examples of applications are given. For the entire collection see [Zbl 07730209].