The Invariance Principle for Dependent Random Variables

DOI10.2307/1992915zbMATH Open0075.13703OpenAlexW4233889724MaRDI QIDQ3240542FDOQ3240542

Authors: Patrick Billingsley 

Publication date: 1956

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

zbMATH Keywords

Probability theory

Cites Work

• The central limit theorem for dependent random variables
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• On certain limit theorems of the theory of probability
• Fluctuation Theory of Recurrent Events
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• On the number of positive sums of independent random variables
• Iterated Limits and the Central Limit Theorem for Dependent Variables
• Some probability limit theorems
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Cited In (19)

• Arcsine laws for random walks generated from random permutations with applications to genomics
• Convergence of long-memory discrete \(k\)th order Volterra processes
• Einstein relation for random walks in random environment
• On Convergence of Stochastic Processes
• 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 the existence of consistent estimates and tests
• 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
• Invariance principle for the sum of random variables defined on a homogeneous Markov chain
• Donsker's fuzzy invariance principle under the Lindeberg condition
• Limit theorems for regenerative phenomena, recurrent events and renewal theory
• Generalized Hermite processes, discrete chaos and limit theorems
• 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
• Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes
• An extension of central limit theorem for randomly indexed \(m\)-dependent random variables
• Uniformity in weak convergence

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