Comparison between criteria leading to the weak invariance principle

Volný, A strictly stationary β-mixing process satisfying the central limit theorem but not the weak invariance principle, Stochastic Process. Volný, A counter example to central

Using the inequalities in [PUW07] in order to bound kE [S n (f ) | T M ] k 2 , we can see that the constructed f in the proof of Theorem 1.5 satisfies the classical Maxwell and

We investigate the invariance principle in Hölder spaces for strictly stationary martingale difference sequences.. In particular, we show that the suffi- cient condition on the tail in

The martingale-coboundary representation will be used in proving limit theor- ems, in particular a weak invariance principle (WIP) and estimates of probabilities of large

The question whether for strictly stationary sequences with finite second moments and a weaker type (α, β, ρ) of mixing the central limit theorem implies the weak invariance

By using Hensel lemma and the fact that the quadratic equation has a real solution we can reduce to the following claim:..

2 HFE is defined by the International Ergonomics Association (IEA) as “the scientific discipline concerned with the understanding of the interactions among humans and other elements

Therefore, Item 1 of Theorem 4.1 follows from the weak invariance principle for partial sums of stationary multivariate martingale differences in L 2 ( R m ) (see [4] for the