The Invariance Principle for Dependent Random Variables
From MaRDI portal
Publication:3240542
Cites work
- scientific article; zbMATH DE number 3065414 (Why is no real title available?)
- scientific article; zbMATH DE number 3079981 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- scientific article; zbMATH DE number 3083903 (Why is no real title available?)
- Fluctuation Theory of Recurrent Events
- Iterated Limits and the Central Limit Theorem for Dependent Variables
- On certain limit theorems of the theory of probability
- On the number of positive sums of independent random variables
- Some probability limit theorems
- The central limit theorem for dependent random variables
Cited in
(19)- On the existence of consistent estimates and tests
- Einstein relation for random walks in random environment
- Limit theorems in the context of multivariate long-range dependence
- Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations
- Invariance principle for the sum of random variables defined on a homogeneous Markov chain
- Donsker's fuzzy invariance principle under the Lindeberg condition
- Uniformity in weak convergence
- Generalized Hermite processes, discrete chaos and limit theorems
- The speed of biased random walk among random conductances
- Multivariate limits of multilinear polynomial-form processes with long memory
- Idempotency of the hull-formation H ?
- On Convergence of Stochastic Processes
- Limit theorems for regenerative phenomena, recurrent events and renewal theory
- Limit theorems for regenerative phenomena, recurrent events and renewal theory
- On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes
- Convergence of long-memory discrete \(k\)th order Volterra processes
- Arcsine laws for random walks generated from random permutations with applications to genomics
- An extension of central limit theorem for randomly indexed \(m\)-dependent random variables
- Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes
This page was built for publication: The Invariance Principle for Dependent Random Variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3240542)
