Martingale approximation and optimality of some conditions for the central limit theorem

DOI10.1007/s10959-010-0275-xzbMath1205.60075arXiv0912.2864OpenAlexW2137991474MaRDI QIDQ1960236

Dalibor Volný

Publication date: 13 October 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.2864

zbMATH Keywords

Markov chaincentral limit theoremmartingale approximationmartingale difference sequencestrictly stationary process

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Measure-preserving transformations (28D05)

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