On strong invariance principles under dependence assumptions (Q1074219): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(5 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1214/aop/1176992626 / rank
Normal rank
 
Property / reviewed by
 
Property / reviewed by: Ken-ichi Yoshihara / rank
Normal rank
 
Property / reviewed by
 
Property / reviewed by: Ken-ichi Yoshihara / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1214/aop/1176992626 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2117394411 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1214/AOP/1176992626 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 15:16, 10 December 2024

scientific article
Language Label Description Also known as
English
On strong invariance principles under dependence assumptions
scientific article

    Statements

    On strong invariance principles under dependence assumptions (English)
    0 references
    0 references
    1986
    0 references
    Let \((x_ k)_{k\geq 1}\) be a sequence of mean zero \(R^ d\)-valued random variables. Denote \(S_ n(m)=x_{m+1}+...+x_{m+n}.\) Let \({\mathfrak F}_ m\) be the \(\sigma\)-algebra generated by \(x_ 1,...,x_ m\). Assuming that for some \(\theta >0\) \[ \| E[S_ n(m)| {\mathfrak F}_ m]\|_ 1\leq n^{-\theta}\quad uniformly\quad in\quad m \] or that for some constant C \((>0)\) and for all m,n (\(\geq 1)\) \[ \| E[S_ n(m)| {\mathfrak F}_ m]\|_ 2\leq C, \] the author proved strong invariance principles with order of approximation \(0(t^{-\kappa})\). The above dependence assumptions include various generalizations of martingales.
    0 references
    martingale generalization
    0 references
    weakly stationary sequence limit
    0 references
    strong invariance principles
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references