Weak invariance principle for integral type functionals
نویسندگان
چکیده
منابع مشابه
Independence of Four Projective Criteria for the Weak Invariance Principle
Let (Xi)i∈Z be a regular stationary process for a given filtration. The weak invariance principle holds under the condition ∑ i∈Z ‖P0(Xi)‖2 < ∞ (see [11], [2], [3]). In this paper, we show that this criterion is independent of other known criteria: the martingalecoboundary decomposition of Gordin (see [7], [8]), the criterion of Dedecker and Rio (see [4]) and the condition of Maxwell and Woodro...
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ژورنال
عنوان ژورنال: Теория вероятностей и ее применения
سال: 1996
ISSN: 0040-361X
DOI: 10.4213/tvp2799