Invariance principles and Gaussian approximation for strictly stationary processes

DOI10.1090/S0002-9947-99-02401-0zbMath0939.37006OpenAlexW1703931944MaRDI QIDQ4243648

Dalibor Volný

Publication date: 19 May 1999

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-99-02401-0

zbMATH Keywords

weak invariance principlestrong invariance principlezero entropy stationary processapproximation by Gaussian random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Measure-preserving transformations (28D05) Entropy and other invariants (28D20) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10) Functional limit theorems; invariance principles (60F17)

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