The invariance principle for associated processes

DOI10.1016/0304-4149(87)90005-6zbMath0632.60001OpenAlexW1982338646WikidataQ105583598 ScholiaQ105583598MaRDI QIDQ1095482

Thomas Birkel

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90005-6

zbMATH Keywords

central limit theoreminvariance principleassociated sequence of random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Convergence of probability measures (60B10)

Related Items

A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences ⋮ A new weak dependence condition and applications to moment inequalities ⋮ Invariance principle for associated random fields ⋮ The invariance principle for associated random fields ⋮ A functional central limit theorem for negatively associated sequence ⋮ On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation ⋮ A strong invariance principle for associated sequences ⋮ Central limit theorems for asymptotically negatively associated random fields ⋮ An exponential inequality for associated variables ⋮ A strong invariance principle for associated random fields ⋮ The central limit theorem for supercritical oriented percolation in two dimensions

Cites Work

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• Normal fluctuations and the FKG inequalities
• An invariance principle for certain dependent sequences
• Central Limit Theorems for dependent variables. I
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• The invariance principle for ϕ-mixing sequences
• Association of Random Variables, with Applications