PORTUGALIAEMATHEMATICA
Vol. 53, No. 3, pp. 367-379 (1996)
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PORTUGALIAE MATHEMATICA Vol. 53, No. 3, pp. 367-379 (1996) |
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An $L^{2}[0,1]$ Invariance Principle for LPQD Random VariablesP.E. Oliveira and Ch. SuquetDep. Matemática, Univ. Coimbra,Apartado 3008, 3000 Coimbra - PORTUGAL Laborat. de Statistique et Probabilités, Bât. M2, Univ. des Sciences et Technologies de Lille, F-59655 Villeneuve d'Ascq Cedex - FRANCE Abstract: Using an explicit isometry between Hilbert spaces and an embedding of the space of signed measures we prove an invariance principle with weak convergence in $L^{2}[0,1]$ for random variables which are linearly positive quadrant dependent under a Lindeberg type condition and some regularity on the covariance structure. Classification (MSC2000): 60F05, 60F17, 60F25 Full text of the article:
Electronic version published on: 29 Mar 2001. This page was last modified: 27 Nov 2007.
© 1996 Sociedade Portuguesa de Matemática
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