Concepedia

Functional Central Limit Theorems

Functional Central Limit Theorems is a theoretical framework in probability theory that characterizes the weak convergence of rescaled random walks to a continuous Gaussian process, specifically Brownian motion, in the space of cadlag functions endowed with the Skorokhod topology.

423

Publications

30.1K

Citations

538

Authors

374

Institutions

Publications per year

2017–2026

45

Parents

Publications

423

Time Series Regression with a Unit Root

P. C. B. Phillips · Econometrica · 1987 · 2.9K citations

, , +16

Long-Term Memory in Stock Market Prices

Andrew W. Lo · Econometrica · 1991 · 1.7K citations · Full text

, , +17

Asymptotic Theory for Econometricians.

Peter M. Robinson, Hannah J. White · Economica · 1988 · 1.4K citations

, , +14

Quantum Brownian motion: The functional integral approach

Hermann Grabert, Peter Schramm, Gert‐Ludwig Ingold · Physics Reports · 1988 · 1.1K citations

, , +13

Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions

C. Kipnis, S. R. S. Varadhan · Communications in Mathematical Physics · 1986 · 852 citations

, , +12

1–5 of 423

Authors

538

  1. PW
    Peter W. Glynn

    Stanford University, United States

    9 publications · 812 citations

    9

    h-index

  2. MP
    Magda Peligrad

    University of Cincinnati, United States

    7 publications · 232 citations

    7

    h-index

  3. WW
    Ward Whitt

    AT&T (United States), United States

    7 publications · 528 citations

    7

    h-index

  4. GP
    Guodong Pang

    Pennsylvania State University, United States

    6 publications · 98 citations

    6

    h-index

  5. JD
    James Davidson

    Cardiff University, United Kingdom

    5 publications · 696 citations

    5

    h-index

1–5 of 538

Institutions

374

  1. Centre National de la Recherche Scientifique

    Paris, France

    14 h-index

    23 publications

    951 citations

  2. Université Paris Cité

    Paris, France

    10 h-index

    12 publications

    868 citations

  3. Sorbonne Université

    Paris, France

    9 h-index

    15 publications

    975 citations

  4. University of Cincinnati

    Cincinnati, United States

    9 h-index

    10 publications

    345 citations

  5. Stanford University

    Stanford, United States

    9 h-index

    11 publications

    1.2K citations

  6. University of Cambridge

    Cambridge, United Kingdom

    7 h-index

    7 publications

    275 citations

  7. University of British Columbia

    Vancouver, Canada

    7 h-index

    9 publications

    386 citations

  8. Pennsylvania State University

    State College, United States

    6 h-index

    11 publications

    171 citations

1–8 of 374

Venues

  1. The Annals of Probability

    46 publications · 3.7K citations

    32

    h-index

  2. Advances in Applied Probability

    AAP · 26 publications · 1.1K citations

    16

    h-index

  3. The Annals of Applied Probability

    17 publications · 887 citations

    15

    h-index

  4. Stochastic Processes and their Applications

    22 publications · 863 citations

    14

    h-index

  5. Probability Theory and Related Fields

    12 publications · 510 citations

    12

    h-index

1–5