Central limit theorems for dependent variables. II
type: Item
instance of: scholarly article
title: Central limit theorems for dependent variables. II
zbMATH Open document ID: 0608.60019
DOI: 10.1007/BF00390273
publication date: 1987-01-01T00:00:00Z
review text: [For part I see Z. Wahrscheinlichkeitstheor. Verw. Geb. 57, 509-534 (1981; Zbl 0451.60027), Corrections ibid. 63, 555 (1983).] Two families of measures of the dependence between two random variables are introduced. They include the strong-mixing ''distance''. Two central limit theorems are proved for dependent samples or processes where the dependency on the ''past'' is not too strong. Tightness of the empirical process is shown to hold under conditions involving only the four- dimensional marginals of the sample.
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G07
zbMATH DE Number: 3984207
zbMATH Keywords: central limit theorems
zbMATH Keywords: empirical process
zbMATH Keywords: weak convergence
zbMATH Keywords: strong- mixing
author: Christopher S. Withers
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00390273
OpenAlex ID: W4245295925
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
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description: scientific article; zbMATH DE number 3984207