An invariance principle for lattices of dependent random variables |
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| Authors: | Ernst Eberlein |
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| Institution: | (1) Mathematikdepartment, ETH Zürich, CH-8092 Zürich, Switzerland;(2) Present address: Institut für Math. Stochastik, UniversitÄt Freiburg, D-7800 Freiburg |
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| Abstract: | Summary It is shown that for  -mixing arrays of Banach space valued random vectors the central limit theorem implies the invariance principle. Applying this result to lattices of random variables a higher dimensional invariance principle under dependence assumptions is obtained.Dedicated to Professor Leopold Schmetterer |
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