Comparison between criteria leading to the weak invariance principle
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چکیده
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Comparison between criteria leading to the weak invariance principle
Abstract. The aim of this paper is to compare various criteria leading to the central limit theorem and the weak invariance principle. These criteria are the martingale-coboundary decomposition developed by Gordin in Dokl. Akad. Nauk SSSR 188 (1969), the projective criterion introduced by Dedecker in Probab. Theory Related Fields 110 (1998), which was subsequently improved by Dedecker and Rio i...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2008
ISSN: 0246-0203
DOI: 10.1214/07-aihp123