On weak convergence to Brownian motion

DOI10.1007/BF00538890zbMath0411.60037MaRDI QIDQ4197822

Inge S. Helland

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

weak convergenceBrownian motioninvariance principle

Mathematics Subject Classification ID

Brownian motion (60J65) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Related Items (8)

Extended convergence to continuous in probability processes with independent increments ⋮ Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales ⋮ Convergence to diffusions with regular boundaries ⋮ An invariance principle for reversible Markov processes. Applications to random motions in random environments ⋮ The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend ⋮ Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments ⋮ Necessary and sufficient conditions for convergence of semimartingales and point processes. I ⋮ Necessary and sufficient conditions for convergence of semimartingales and point processes. II

Cites Work

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• Functional limit theorems for dependent variables
• Dependent central limit theorems and invariance principles
• A convergent family of diffusion processes whose diffusion coefficients diverge
• On the functional central limit theorem for martingales
• Martingale Central Limit Theorems
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach

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