Invariance principles in probability for stable processes generated by a class of dependent sequences

DOI10.2307/3314915zbMath0641.60037OpenAlexW2053370269MaRDI QIDQ3782523

André Robert Dabrowski

Publication date: 1987

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314915

zbMATH Keywords

invariance principlestable processDonsker's theorem for weak convergence

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (1)

Extremal point processes and intermediate quantile functions

Cites Work

• Unnamed Item
• Convergence of sums of mixing triangular arrays of random vectors with stationary rows
• On the invariance principle for stationary \(\phi\) -mixing triangular arrays with infinitely divisible limits
• Weak and \(L^p\)-invariance principles for sums of \(B\)-valued random variables
• Stable measures and seminorms
• Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
• Approximation theorems for independent and weakly dependent random vectors
• An almost sure invariance principle for triangular arrays of banach space valued random variables
• The invariance principle for ϕ-mixing sequences
• Approximation of partial sums of i.i.d.r.v.s when the summands have only two moments

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