Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1157073 | Stochastic Processes and their Applications | 2007 | 22 Pages |
Abstract
We prove a central limit theorem for the dd-dimensional distribution function of a class of stationary sequences. The conditions are expressed in terms of some coefficients which measure the dependence between a given σσ-algebra and indicators of quadrants. These coefficients are weaker than the corresponding mixing coefficients, and can be computed in many situations. In particular, we show that they are well adapted to functions of mixing sequences, iterated random functions, and a class of dynamical systems.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Jérôme Dedecker, Clémentine Prieur,