The invariance principle for nonstationary sequences of associated random variables

zbMath0707.60004MaRDI QIDQ919694

Przemysław Matuła, Zdzisław Rychlik

Publication date: 1990

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1990__26_3_387_0

zbMATH Keywords

invariance principle; associated sequence of random variables

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60B10: Convergence of probability measures

60F17: Functional limit theorems; invariance principles

28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)

60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)

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Weak convergence of products of sums of independent and non-identically distributed random variables, Invariance principle for associated random fields, A functional central limit theorem on non-stationary random fields with nested spatial structure