Almost Sure Invariance Principles for Sums of B-Valued Random Variables with Applications to Random Fourier Series and the Empirical Characteristic Process

DOI10.2307/1998594zbMath0485.60030OpenAlexW4234819537MaRDI QIDQ3945298

Walter Philipp, Michael B. Marcus

Publication date: 1982

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1998594

zbMATH Keywords

invariance principlescentral limit theoremrandom Fourier seriesBanach space valued random variablesempirical characteristic process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (7)

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) ⋮ On weak invariance principles for partial sums ⋮ Accuracy of the approximation of an empirical process by a Brownian bridge ⋮ Kernel-transformed empirical processes ⋮ Convergence in the Hausdorff metric of estimators of irregular densities, using Fourier-Cesàro approximation ⋮ Invariance principles for sums of Banach space valued random elements and empirical processes

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