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Remarks on the central limit theorem for weakly dependent random variables

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Stochastic Processes — Mathematics and Physics

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1158))

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References

  1. Billingsley, P.: Convergence of Probability Measures, John Wiley and Sons, 1968.

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  2. Ibragimov, I.A.: A Central Limit Theorem for a class of dependent random variables, Theor.Prob.Appl.8, 83–89, 1963.

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  4. Hall, P., Heyde, C.: Martingale limit theory and its application. Academic Press, New York, 1980.

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  6. Ibragimov, Linnik: Independent and stationary sequences of random variables. Wolters Noordhoff Publishing, Groningen 1969.

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  7. Davydov, Y.A.: The invariance principle for stationary processes. Theor.Prob.Appl. 15, 487–498, 1970.

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  9. 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.

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Author information

Author notes

  1. Detlef Dürr

    Present address: BIBOS, Universität Bielefeld, 4800, Bielefeld, Germany

Authors and Affiliations

  1. Institut des Hautes Etudes Scientifiques, 91440, Bures-sur-Yvette, France

    Detlef Dürr & Sheldon Goldstein

Authors
  1. Detlef Dürr
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  2. Sheldon Goldstein
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Editor information

Sergio A. Albeverio Philippe Blanchard Ludwig Streit

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© 1986 Springer-Verlag

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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

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  • DOI: https://doi.org/10.1007/BFb0080211

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15998-8

  • Online ISBN: 978-3-540-39703-8

  • eBook Packages: Springer Book Archive

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