Limit Theorems in Mallows Distance for Processes with Gibssian Dependence
L. Cioletti, C. C. Y. Dorea, and R. Vila

TL;DR
This paper investigates how convergence in distribution relates to Mallows distance for processes with Gibbsian dependence, extending invariance principles for positively associated variables and including applications.
Contribution
It extends invariance principles for sequences with FKG property to processes with Gibbsian dependence structures, connecting distributional convergence and Mallows distance.
Findings
Extended invariance principles to Gibbsian dependent processes
Established links between convergence in distribution and Mallows distance
Applied results to processes with Gibbsian dependence
Abstract
In this paper, we explore the connection between convergence in distribution and Mallows distance in the context of positively associated random variables. Our results extend some known invariance principles for sequences with FKG property. Applications for processes with Gibbssian dependence structures are included.
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Taxonomy
TopicsStochastic processes and financial applications · Financial Risk and Volatility Modeling · Probability and Risk Models
