Local Invariance Principle for Independent and Identically Distributed Random Variables

DOI10.1137/S0040585X97982335MaRDI QIDQ5307619zbMATH OpenOpenAlexFDO

Authors Jean-Christophe Breton, Yu. Davydov

Publication date 17 September 2007

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97982335

zbMATH Keywords

convergence in variationlocal invariance principlesuperstructure method

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Recommendations

• The invariance principle for associated processes
• scientific article; zbMATH DE number 4092475
• scientific article; zbMATH DE number 5855959
• Characterization of the convergence in total variation and extension of the fourth moment theorem to invariant measures of diffusions
• On weak invariance principles for sums of dependent random functionals
• Convergence in variation of the joint laws of multiple Wiener-Itô integrals
• Convergence in Dirichlet law of certain stochastic integrals
• scientific article; zbMATH DE number 1409879
• Second-Order Approximation of Random Polygonal Lines in the Donsker-Prokhorov Invariance Principle
• scientific article; zbMATH DE number 3973960

Cited in

(13)

• On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema
• Local invariance principle for i. i. d. random variables
• scientific article; zbMATH DE number 4199159 (Why is no real title available?)
• scientific article; zbMATH DE number 3923769 (Why is no real title available?)
• scientific article; zbMATH DE number 3967569 (Why is no real title available?)
• scientific article; zbMATH DE number 4038918 (Why is no real title available?)
• scientific article; zbMATH DE number 4064164 (Why is no real title available?)
• К принципу инвариантности
• scientific article; zbMATH DE number 140568 (Why is no real title available?)
• Distribution exacte du score local d'une suite de variables indépendentes et identiquement distribuées
• Convergence of random spectral measures and applications to invariance principles.
• On a non-classical invariance principle
• Principe d'invariance sur le processus de vraisemblance

This page was built for publication: Local Invariance Principle for Independent and Identically Distributed Random Variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5307619)