On the invariance principle for stationary \(\phi\) -mixing triangular arrays with infinitely divisible limits
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Publication:1077077
DOI10.1007/BF00354036zbMath0594.60039OpenAlexW2055677686MaRDI QIDQ1077077
Publication date: 1987
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00354036
invariance principlesinfinitely divisible probability measurephi-mixing triangular array of Banach space valued random vectors
Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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Cites Work
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- An invariance principle for \(\phi\)-mixing sequences
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- Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
- Convergence rates and r-quick versions of the strong law for stationary mixing sequences
- Stable limits for partial sums of dependent random variables
- The invariance principle for ϕ-mixing sequences
