Almost sure invariance principles for weakly dependent vector-valued random variables
From MaRDI portal
Publication:1165511
DOI10.1214/AOP/1176993777zbMath0487.60006OpenAlexW2039979433MaRDI QIDQ1165511
Walter Philipp, Herold G. Dehling
Publication date: 1982
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993777
Banach spacealmost sure invariances principlesmixing and absolutely regular sequences of random variables
Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (44)
Limit theorems for sums of weakly dependent Banach space valued random variables ⋮ Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables) ⋮ INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES ⋮ Coefficient regularized regression with non-iid sampling ⋮ Invariance principles under a two-part mixing assumption ⋮ The limit distribution of the estimates in cointegrated regression models with multiple structural changes ⋮ Asymptotic behaviour of the empirical distance covariance for dependent data ⋮ Consistent identification of Wiener systems: a machine learning viewpoint ⋮ The law of the iterated logarithm for empirical processes under absolute regularity ⋮ Limit theorems for the union-intersection test ⋮ Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage ⋮ Regularized least square regression with dependent samples ⋮ \(M\)-type regression splines involving time series ⋮ Extremal point processes and intermediate quantile functions ⋮ Learning rate of distribution regression with dependent samples ⋮ An almost sure Invariance Principle for Hilbert Space Valued Martingales ⋮ On weak invariance principles for partial sums ⋮ Testing for a change in covariance operator ⋮ Quantifying deviations from separability in space-time functional processes ⋮ Functional data analysis in the Banach space of continuous functions ⋮ Detecting and estimating changes in dependent functional data ⋮ An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables ⋮ -Almost sure convergence for multivariate probability density estimate from dependent observations ⋮ Estimating conditional occupation‐time distributions for dependent sequences ⋮ On tightness of partial sums from strictly stationary, absolutely regular sequences of \(B\)-valued random variables ⋮ A general LIL for \(B\)-valued geometrically weighted series under dependent assumption ⋮ Changepoints in times series of counts ⋮ Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation ⋮ Monitoring multivariate time series ⋮ Learning from dependent observations ⋮ Coupling for \(\tau\)-dependent sequences and applications ⋮ Least-square regularized regression with non-iid sampling ⋮ Strong consistency of kernel estimates of regression function under dependence ⋮ System identification using kernel-based regularization: new insights on stability and consistency issues ⋮ André Dabrowski's work on limit theorems and weak dependence ⋮ Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes ⋮ Strong approximation of very weak Bernoulli processes ⋮ A note on a theorem of Berkes and Philipp ⋮ Weak convergence of partial sums of absolutely regular sequences ⋮ On the regularity of spectral densities of continuous-time completely linearly regular processes ⋮ A restricted dichotomy of equivalence classes for some measures of dependence ⋮ An empirical process central limit theorem for dependent non-identically distributed random variables ⋮ Multilinear forms and measures of dependence between random variables ⋮ Some remarks on coupling of dependent random variables
This page was built for publication: Almost sure invariance principles for weakly dependent vector-valued random variables
