Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
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
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