Functional limit theorems invariance principles

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Local limit theorems for functionals in the conditional invariance principle

Journal of Soviet Mathematics, 1988
Let $\xi_ 1,...,\xi_ n$ be i.i.d. r.v.'s with E $\xi$ ${}_ i=0$, E $\xi$ ${}^ 2_ i=1$, $i=1,...,n$, \[ X_ n(t)=n^{- }\sum^{[nt]}_{i=1}\xi_ i+n^{-}(nt-[nt])\xi_{[nt]+1},\quad t\in [0,1],\quad X_ n(0)=0, \] and $X_ n^{(a,\epsilon)}$ be conditional processes defined by the following way: \[ P\{X_ n^{(a,\epsilon)}\in A\}=P\{X_ n\in A| \quad ...
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Functional central limit theorems for persistent Betti numbers on cylindrical networks

Scandinavian Journal of Statistics, 2022
Johannes Krebs, Christian Hirsch
exaly

Some Useful Functions for Functional Limit Theorems

Mathematics of Operations Research, 1980
Ward Whitt
exaly

Dependent Central Limit Theorems and Invariance Principles

Annals of Probability, 1974
D L McLeish
exaly

Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line

Bernoulli, 2008
Kouji Yano
exaly

Central limit theorems and invariance principles for Lorenz attractors

Journal of the London Mathematical Society, 2007
Ian Melbourne, Mark Holland
exaly

Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences

Econometric Reviews, 2010
Nikitas Pittis
exaly