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Recent Advances in the Central Limit Theorem and Its Weak Invariance Principle for Mixing Sequences of Random Variables (A Survey)

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Dependence in Probability and Statistics

Part of the book series: Progress in Probability and Statistics ((PRPR,volume 11))

Abstract

The purpose of this paper is to describe the progress that has recently been made in the study of the central limit theorem and its weak invariance principle for mixing sequences of random variables and to point out some open problems in this subject.

The work was support in part by a NSF grant DMS-8503016 and by a Taft Grant in aid for travel from the Charles Phelps Taft Memorial Fund, University of Cincinnati.

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Author information

Authors and Affiliations

  1. Department of Mathematical Sciences, University of Cincinnati, Cincinnati, Ohio, 45221-0025, USA

    Magda Peligrad

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  1. Magda Peligrad
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Editors and Affiliations

  1. Institut für Mathematische Stochastik, Universität Freiburg, 7800, Freiburg i. Br., Federal Republic of Germany

    Ernst Eberlein

  2. Department of Mathematics, Boston University, 02215, Boston, MA, USA

    Murad S. Taqqu

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Peligrad, M. (1986). Recent Advances in the Central Limit Theorem and Its Weak Invariance Principle for Mixing Sequences of Random Variables (A Survey). In: Eberlein, E., Taqqu, M.S. (eds) Dependence in Probability and Statistics. Progress in Probability and Statistics, vol 11. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4615-8162-8_9

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  • DOI: https://doi.org/10.1007/978-1-4615-8162-8_9

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  • Online ISBN: 978-1-4615-8162-8

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