Weight functions and pathwise local central limit theorems (Q1904538): Difference between revisions

The paper deals with weak convergence (and its rate of convergence) in weighted almost sure CLT for random walks. The authors prove their results via stochastic calculus and strong approximations. In particular the process of local times of the standard Ornstein-Uhlenbeck process is used.

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zbMATH Keywords

random walks

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logarithmic averages

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local times

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Ornstein-Uhlenbeck process

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reviewed by

Zbigniew J. Jurek

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MaRDI profile type

MaRDI publication profile

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cites work

Q4279768

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Some limit theorems in log density

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Q4035984

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Q4726487

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A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes

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An almost everywhere central limit theorem

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Q5804554

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On almost sure local and global central limit theorems

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Invariance principles for logarithmic averages

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Q3326516

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Changes of sign of sums of random variables

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Some problems concerning the structure of random walk paths

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Q5541610

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Strong approximations of renewal processes and their applications

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Q4877616

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An iterated logarithm law for local time

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Q5770966

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An embedding of compensated compound Poisson processes with applications to local times

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An approximation of partial sums of independent RV'-s, and the sample DF. I

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An approximation of partial sums of independent RV's, and the sample DF. II

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On almost sure noncentral limit theorems

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A note on the almost sure central limit theorem

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Q4064812

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Proof of the law of iterated logarithm through diffusion equation

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Q3998747

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Q3997782

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Q3763296

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On Strong Versions of the Central Limit Theorem

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Q3988683

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Two Remarks on the Almost Sure Central Limit Theorem

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An invariance principle for the law of the iterated logarithm

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full work available at URL

https://doi.org/10.1016/0304-4149(95)00021-x

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Identifiers

zbMATH Open document ID

0841.60018

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DOI

10.1016/0304-4149(95)00021-X

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1904538

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q4279768
@@ Property / cites work: Q4279768 / rank @@
+Normal rank
@@ Property / cites work @@
+Some limit theorems in log density
@@ Property / cites work: Some limit theorems in log density / rank @@
+Normal rank
@@ Property / cites work @@
+Q4035984
@@ Property / cites work: Q4035984 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes
+Normal rank
@@ Property / cites work @@
+An almost everywhere central limit theorem
@@ Property / cites work: An almost everywhere central limit theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Q5804554
@@ Property / cites work: Q5804554 / rank @@
+Normal rank
@@ Property / cites work @@
+On almost sure local and global central limit theorems
+Normal rank
@@ Property / cites work @@
+Invariance principles for logarithmic averages
@@ Property / cites work: Invariance principles for logarithmic averages / rank @@
+Normal rank
@@ Property / cites work @@
+Q3326516
@@ Property / cites work: Q3326516 / rank @@
+Normal rank
@@ Property / cites work @@
+Changes of sign of sums of random variables
@@ Property / cites work: Changes of sign of sums of random variables / rank @@
+Normal rank
@@ Property / cites work @@
+Some problems concerning the structure of random walk paths
+Normal rank
@@ Property / cites work @@
+Q5541610
@@ Property / cites work: Q5541610 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong approximations of renewal processes and their applications
+Normal rank
@@ Property / cites work @@
+Q4877616
@@ Property / cites work: Q4877616 / rank @@
+Normal rank
@@ Property / cites work @@
+An iterated logarithm law for local time
@@ Property / cites work: An iterated logarithm law for local time / rank @@
+Normal rank
@@ Property / cites work @@
+Q5770966
@@ Property / cites work: Q5770966 / rank @@
+Normal rank
@@ Property / cites work @@
+An embedding of compensated compound Poisson processes with applications to local times
+Normal rank
@@ Property / cites work @@
+An approximation of partial sums of independent RV'-s, and the sample DF. I
+Normal rank
@@ Property / cites work @@
+An approximation of partial sums of independent RV's, and the sample DF. II
+Normal rank
@@ Property / cites work @@
+On almost sure noncentral limit theorems
@@ Property / cites work: On almost sure noncentral limit theorems / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the almost sure central limit theorem
@@ Property / cites work: A note on the almost sure central limit theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Q4064812
@@ Property / cites work: Q4064812 / rank @@
+Normal rank
@@ Property / cites work @@
+Proof of the law of iterated logarithm through diffusion equation
+Normal rank
@@ Property / cites work @@
+Q3998747
@@ Property / cites work: Q3998747 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997782
@@ Property / cites work: Q3997782 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3763296
@@ Property / cites work: Q3763296 / rank @@
+Normal rank
@@ Property / cites work @@
+On Strong Versions of the Central Limit Theorem
@@ Property / cites work: On Strong Versions of the Central Limit Theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Q3988683
@@ Property / cites work: Q3988683 / rank @@
+Normal rank
@@ Property / cites work @@
+Two Remarks on the Almost Sure Central Limit Theorem
+Normal rank
@@ Property / cites work @@
+An invariance principle for the law of the iterated logarithm
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4149(95)00021-x
+Normal rank
@@ Property / OpenAlex ID @@
+W1992849361
@@ Property / OpenAlex ID: W1992849361 / rank @@
+Normal rank