Comparison between criteria leading to the weak invariance principle
Olivier Durieu, Dalibor Volný (2008)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
The aim of this paper is to compare various criteria leading to the central limit theorem and the weak invariance principle. These criteria are the martingale-coboundary decomposition developed by Gordin in (1969), the projective criterion introduced by Dedecker in (1998), which was subsequently improved by Dedecker and Rio in (2000) and the condition introduced by Maxwell and Woodroofe in (2000) later improved upon...