A functional central limit theorem for strongly mixing sequences of random variables

1985 ◽  
Vol 69 (4) ◽  
pp. 541-550 ◽  
Author(s):  
Norbert Herrndorf
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Random Variables ◽  
Functional Central Limit Theorem ◽  
Strongly Mixing ◽  
Mixing Sequences ◽  
Functional Central Limit

scholarly journals Convergence of Weighted Linear Process forρ-Mixing Random Variables

2007 ◽  
Vol 2007 ◽  
pp. 1-7
Author(s):  
Guang-Hui Cai
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Random Variables ◽  
Linear Process ◽  
Functional Central Limit Theorem ◽  
Mixing Sequences ◽  
Functional Central Limit ◽  
Mixing Random Variables

A central limit theorem and a functional central limit theorem are obtained for weighted linear process ofρ-mixing sequences for theXt=∑i=0∞aiYt−i, where{Yi,0≤i<∞}is a sequence ofρ-mixing random variables withEYi=0,0<EYi2<∞,∑i=1∞ρ(2i)<∞. The results obtained generalize the results of Liang et al. (2004) toρ-mixing sequences.

Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach

1973 ◽  
Vol 5 (01) ◽  
pp. 119-137 ◽  
Author(s):  
D. J. Scott
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Limit Theorems ◽  
Central Limit Theorems ◽  
Functional Central Limit Theorem ◽  
Stationary Increments ◽  
Mixing Sequences ◽  
Functional Central Limit Theorems ◽  
Functional Central Limit

The Skorokhod representation for martingales is used to obtain a functional central limit theorem (or invariance principle) for martingales. It is clear from the method of proof that this result may in fact be extended to the case of triangular arrays in which each row is a martingale sequence and the second main result is a functional central limit theorem for such arrays. These results are then used to obtain two functional central limit theorems for processes with stationary ergodic increments following on from the work of Gordin. The first of these theorems extends a result of Billingsley for Φ-mixing sequences.

Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach

1973 ◽  
Vol 5 (1) ◽  
pp. 119-137 ◽  
Author(s):  
D. J. Scott
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Limit Theorems ◽  
Central Limit Theorems ◽  
Functional Central Limit Theorem ◽  
Stationary Increments ◽  
Mixing Sequences ◽  
Functional Central Limit Theorems ◽  
Functional Central Limit

The Skorokhod representation for martingales is used to obtain a functional central limit theorem (or invariance principle) for martingales. It is clear from the method of proof that this result may in fact be extended to the case of triangular arrays in which each row is a martingale sequence and the second main result is a functional central limit theorem for such arrays. These results are then used to obtain two functional central limit theorems for processes with stationary ergodic increments following on from the work of Gordin. The first of these theorems extends a result of Billingsley for Φ-mixing sequences.

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