On the behavior of the covariance matrices in a multivariate central limit theorem under some mixing conditions

zbMath1292.60044arXiv1105.4132MaRDI QIDQ2441057

Richard C. jun. Bradley

Publication date: 21 March 2014

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.4132

zbMATH Keywords

mixingstrictly stationary random fieldseigenvalues of covariance matricesmultivariate CLT

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cites Work

• On the growth of variances in a central limit theorem for strongly mixing sequences
• Geometry of \(\mathbb{Z}^ d\) and the central limit theorem for weakly dependent random fields
• Maximal inequalities and an invariance principle for a class of weakly dependent random variables
• On large deviations of empirical measures for stationary Gaussian processes
• On the asymptotic normality of sequences of weak dependent random variables
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Some Limit Theorems for Random Functions. I
• The Degree of Randomness in a Stationary Time Series

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