Limit theorems for sums of dependent random variables

DOI10.1007/BF00533812zbMath0419.60026MaRDI QIDQ5904183

Tze Leung Lai, William Stout

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithmMarcinkiewicz-Zygmund type strong lawstrongly dependent stationary Gaussian random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Related Items (15)

The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences ⋮ Testing for change points in time series models and limiting theorems for NED sequences ⋮ On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes ⋮ Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables ⋮ Limit theorems for functionals of moving averages ⋮ Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes ⋮ Probabilistic and Deterministic Averaging ⋮ Lacunary systems and generalized linear processes ⋮ Strong invariance principles for dependent random variables ⋮ Law of the iterated logarithm for stationary processes ⋮ On the asymptotic expansion of the empirical process of long-memory moving averages ⋮ Strong representation of an adaptive stochastic approximation procedure ⋮ The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals ⋮ One-sided theorems on the law of the iterated logarithm without the independence assumption ⋮ On the Bahadur representation of sample quantiles for dependent sequences

Cites Work

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• Weighted sums of certain dependent random variables
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• General moment and probability inequalities for the maximum partial sum
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• [https://portal.mardi4nfdi.de/wiki/Publication:5564814 Das Gesetz vom iterierten logarithmus f�r stark mischende station�re Prozesse]
• Bounds on Moments of Certain Random Variables

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