Limit Theorems in Mallows Distance for Processes with Gibssian Dependence

2017/01/13 by L. Cioletti, Leandro Cioletti, C. C. Y. Dorea +5
Decision Sciences · Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60B10 #60F05 #60G10 #60K35 #FOS: Mathematics #FOS: Physical sciences #Financial Risk and Volatility Modeling #Mathematical Physics (math-ph) #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #math-ph #math.MP #math.PR #msc:60B10 #msc:60F05 #msc:60G10 #msc:60K35

paper · pdf · doi:10.48550/arxiv.1701.03747

17 pages

openalex publication_date 2017/01/13 · openalex created_date 2017/01/26 · arxiv created 2017/10/10 · arxiv updated 2017/10/11 · openalex updated_date 2026/07/28

Abstract

In this paper, we explore the connection between convergence in distribution and Mallows distance in the context of positively associated random variables. Our results extend some known invariance principles for sequences with FKG property. Applications for processes with Gibbssian dependence structures are included.

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