A note on the almost sure approximation of weakly dependent random variables

DOI10.1007/BF01294601zbMath0602.60008MaRDI QIDQ1081948

Walter Philipp

Publication date: 1986

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/178301

zbMATH Keywords

strong approximation theoremalmost sure approximation of weakly dependent random variablesHilbert space valued martingales

Mathematics Subject Classification ID

Strong limit theorems (60F15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (11)

Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage ⋮ On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables ⋮ Strong approximations of semimartingales by processes with independent increments ⋮ Strong approximation for cross-covariances of linear variables with long-range dependence ⋮ An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables ⋮ Strong approximations for nonconventional sums and almost sure limit theorems ⋮ Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance ⋮ Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting ⋮ Testing and estimating change-points in the covariance matrix of a high-dimensional time series ⋮ Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales ⋮ A compact LIL for martingales in \(2\)-smooth Banach spaces with applications

Cites Work

• Unnamed Item
• A weak invariance principle for Hilbert space valued martingales
• On strong invariance principles under dependence assumptions
• Almost sure invariance principles for partial sums of mixing B-valued random variables
• Almost sure invariance principles for partial sums of weakly dependent random variables
• An almost sure Invariance Principle for Hilbert Space Valued Martingales
• Contributions to Central Limit Theory for Dependent Variables

This page was built for publication: A note on the almost sure approximation of weakly dependent random variables