An invariance principle for stochastic series I. Gaussian limits

2015/10/13 by Bally, Vlad, Caramellino, Lucia
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1510.03616

Abstract

We study invariance principles and convergence to a Gaussian limit for stochastic series of the form S(c,Z)=∑_m=1^∞ ∑_α₁

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