Keywords
- Central Limit Theorem
- Invariance Principle
- Dependent Random Variable
- Martingale Difference
- Martingale Approximation
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Billingsley, P.: Convergence of Probability Measures, John Wiley and Sons, 1968.
Ibragimov, I.A.: A Central Limit Theorem for a class of dependent random variables, Theor.Prob.Appl.8, 83–89, 1963.
Gordin, M.I.: On the Central Limit Theorem for stationary processes. Soviet Math.Dokl., 10, 1174–1176, 1969.
Hall, P., Heyde, C.: Martingale limit theory and its application. Academic Press, New York, 1980.
Ibragimov, I.A.: A Note on the CLT for dependent random variables. Theor.Prob.Appl. 20, 135–140, 1975.
Ibragimov, Linnik: Independent and stationary sequences of random variables. Wolters Noordhoff Publishing, Groningen 1969.
Davydov, Y.A.: The invariance principle for stationary processes. Theor.Prob.Appl. 15, 487–498, 1970.
McLeish, D.L.: Invariance principles for dependent variables. Z.Wahrsch.verw.Gebiete, 32, 165–178, 1975.
Kipnis,C., Varadhan,S.R.S.: Central Limit Theorem for additive functionals of reversible Markov processes and application to simple exclusions: to appear in Comm.Math.Phys., 1985.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1986 Springer-Verlag
About this paper
Cite this paper
Dürr, D., Goldstein, S. (1986). Remarks on the central limit theorem for weakly dependent random variables. In: Albeverio, S.A., Blanchard, P., Streit, L. (eds) Stochastic Processes — Mathematics and Physics. Lecture Notes in Mathematics, vol 1158. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0080211
Download citation
DOI: https://doi.org/10.1007/BFb0080211
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-15998-8
Online ISBN: 978-3-540-39703-8
eBook Packages: Springer Book Archive
