Article ID Journal Published Year Pages File Type
1157073 Stochastic Processes and their Applications 2007 22 Pages PDF
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)
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