On the functional central limit theorem via martingale approximation

DOI10.3150/10-BEJ276zbMath1284.60070arXiv0910.3448OpenAlexW3102972652MaRDI QIDQ637109

Magda Peligrad, Mikhaĭl Iosifovich Gordin

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.3448

zbMATH Keywords

martingale approximationreversible Markov chainmixing sequencesconditional functional central limit theorem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)

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