A new maximal inequality and invariance principle for stationary sequences

DOI10.1214/009117904000001035zbMath1070.60025arXivmath/0406606OpenAlexW3100640071MaRDI QIDQ1775450

Magda Peligrad, Sergey Utev

Publication date: 3 May 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0406606

zbMATH Keywords

Markov chainsasymptotic normalitycentral limit theoremmartingaleergodic theorem

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Foundations of stochastic processes (60G05)

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