A functional central limit theorem for positively dependent random variables

DOI10.1006/jmva.1993.1018zbMath0770.60037OpenAlexW2125449990MaRDI QIDQ1209885

Thomas Birkel

Publication date: 16 May 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1018

zbMATH Keywords

functional central limit theorempositive quadrant dependencecoefficient of maximal covariances

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (14)

Invariance principle for associated random fields ⋮ Elementary upper bounds for the variance of a general reinsurance treaty ⋮ Central limit theorem for stationary linear processes generated by linearly negative quadrant-dependent sequence ⋮ A functional central limit theorem for negatively associated sequence ⋮ Berry-Esseen type theorems and the uniform law of the iterated logarithm for LPQD processes ⋮ A strong approximation theorem for positively dependent Gaussian sequences and its applications ⋮ SOME PROBABILISTIC INEQUALITIES FOR FUZZY RANDOM VARIABLES ⋮ The law of the iterated logarithm for positively dependent random variables ⋮ Central limit theorems for asymptotically negatively associated random fields ⋮ A central limit theorem for general weighted sums of LNQD random variables and its application ⋮ A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent processes ⋮ Asymptotic results for random processes ⋮ Almost Sure Convergence for Linear Processes Generated by Positively Dependent Processes ⋮ Rosenthal's inequality for LPQD sequences

This page was built for publication: A functional central limit theorem for positively dependent random variables