An L"2[0,1] invariance principle for LPQD random variables

Abstract

Using an explicit isometry between Hilbert spaces and an embedding of the space of signed measures we prove an invariance principle with weak convergence in L"2[0,1] for random variables which are linearly positive quadrant dependent under type condition and some regularity on the covariance structureAvailable from Departamento de Matematica, Universidade de Coimbra, 3000 Coimbra, Portugal / FCT - Fundação para o Ciência e a TecnologiaSIGLEPTPortuga