Limit theorems for sums of weakly dependent Banach space valued random variables

DOI10.1007/BF00542537zbMath0496.60004MaRDI QIDQ3961520

Herold G. Dehling

Publication date: 1983

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

zbMATH Keywords

functional central limit theoremalmost sure invariance principlemixing and absolutely regular sequencesProkhorov-distance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (32)

Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach ⋮ Weak Invariance Principles for Regression Rank Statistics ⋮ 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) ⋮ \(U\)-statistics in Banach spaces ⋮ Limit theorems for the union-intersection test ⋮ 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 ⋮ Asymptotics for random functions moderated by dependent noise ⋮ The rate of convergence in the central limit theorem for non-stationary dependent random vectors ⋮ On weak invariance principles for partial sums ⋮ Quantifying deviations from separability in space-time functional processes ⋮ Tests for the error distribution in nonparametric possibly heteroscedastic regression models ⋮ Functional data analysis in the Banach space of continuous functions ⋮ Change-Point Detection Under Dependence Based on Two-Sample U-Statistics ⋮ Estimating conditional occupation‐time distributions for dependent sequences ⋮ Gaussian approximation of suprema of empirical processes ⋮ Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics ⋮ Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter ⋮ On goodness-of-fit tests for weakly dependent processes using kernel method ⋮ On the Bernstein-von Mises theorem for the Dirichlet process ⋮ Rate of convergence of stochastic approximation procedures in a Banach space ⋮ Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes ⋮ On U-statistics and v. mise? statistics for weakly dependent processes ⋮ Weak convergence of the empirical process of intermittent maps in 𝕃² under long-range dependence ⋮ The conditional central limit theorem in Hilbert spaces. ⋮ A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data ⋮ Asymptotic behaviour of a class of stochastic approximation procedures ⋮ Detecting Changes in Linear Regressions ⋮ Statistical inference for the slope parameter in functional linear regression ⋮ Invariance principles for sums of Banach space valued random elements and empirical processes ⋮ The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables ⋮ An empirical process central limit theorem for dependent non-identically distributed random variables

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Almost sure invariance principles for partial sums of mixing B-valued random variables
• Almost sure invariance principles for weakly dependent vector-valued random variables
• Gaussian measures in Banach spaces
• Approximation theorems for independent and weakly dependent random vectors
• A uniform law of the iterated logarithm for classes of functions
• Some Limit Theorems for Random Functions. I
• Almost Sure Invariance Principles for Sums of B-Valued Random Variables with Applications to Random Fourier Series and the Empirical Characteristic Process
• Almost sure invariance principles for partial sums of weakly dependent random variables
• On the Error of the Gaussian Approximation for Convolutions
• An invariance principle for lattices of dependent random variables
• The Law of the Iterated Logarithm for Some Classes of Stationary Processes
• The Invariance Principle for Stationary Processes
• Some Limit Theorems for Stationary Processes
• An elementary proof of the central limit theorem

This page was built for publication: Limit theorems for sums of weakly dependent Banach space valued random variables