An Invariance Principle for Certain Dependent Sequences

• 1 August 1981
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 9  (4) , 671-675
• https://doi.org/10.1214/aop/1176994374

Abstract

Keywords

• RANDOM VARIABLE
• INVARIANCE PRINCIPLE
• WIENER PROCESS
• PARTIAL SUMS
• CONVERGENCE IN DISTRIBUTION
• CENTRAL LIMIT THEOREM
• SECOND ORDER