Maximal Inequalities and an Invariance Principle for a Class of Weakly Dependent Random Variables

Convergence of Random Processes and Limit Theorems in Probability Theory

Yu. V. Prokhorov · Theory of Probability and Its Applications · 1956 · 1.2K citations

Lévy Distance, Measure Theory, Engineering +15

The central limit theorem for dependent random variables

Wassily Hoeffding, Herbert Robbins · Duke Mathematical Journal · 1948 · 508 citations

Large Deviations, Central Limit Theorems, Engineering +7

Gaussian Random Processes.

W. D. Ray, Yu. A. Rozanov · Journal of the Royal Statistical Society Series A (General) · 1979 · 372 citations

Spectral Theory, Measure Theory, Gaussian Measures +15

On Strong Mixing Conditions for Stationary Gaussian Processes

A. N. Kolmogorov, Yu. A. Rozanov · Theory of Probability and Its Applications · 1960 · 358 citations

Spectral Density, Strong Mixing, Engineering +10

On the spectral density and asymptotic normality of weakly dependent random fields

Richard C. Bradley · Journal of Theoretical Probability · 1992 · 151 citations

Spectral Theory, Spectral Density, Engineering +5