INVARIANCE PRINCIPLE FOR LATTICES OF DEPENDENT RANDOM-VARIABLES

被引：13

作者：

EBERLEIN, E ^{[1
]}

机构：

[1] SWISS FED INST TECHNOL,DEPT MATH,CH-8092 ZURICH,SWITZERLAND

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1979年 / 50卷 / 02期

关键词：

D O I：

10.1007/BF00533633

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is shown that for φ{symbol}-mixing arrays of Banach space valued random vectors the central limit theorem implies the invariance principle. Applying this result to lattices of random variables a higher dimensional invariance principle under dependence assumptions is obtained. © 1979 Springer-Verlag.

引用

页码：119 / 133

页数：15

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