A note on the almost sure approximation of weakly dependent random variables
A strong approximation theorem for Hilbert space valued martingales, due to \textit{G. J. Morrow} and the author [see Trans. Am. Math. Soc. 273, 231- 251 (1982; Zbl 0508.60014)], is improved. This result is then used to strengthen and, at the same time, to extend a recent strong approximation theorem for weakly dependent \({\mathbb{R}}^ d\)-valued random variables, due to \textit{E. Eberlein} [see Probability in Banach spaces IV, Proc. Semin., Oberwolfach 1982, Lect. Notes Math. 990, 84-91 (1983; Zbl 0515.60027)], to Hilbert space valued random variables.
- A note on the almost sure central limit theorem for weakly dependent random variables
- scientific article; zbMATH DE number 3886828
- scientific article; zbMATH DE number 4015812
- scientific article; zbMATH DE number 878247
- Almost-sure results for a class of dependent random variables
- scientific article; zbMATH DE number 4060426
- A note on strong convergence of sums of dependent random variables
- A note on the almost sure convergence for dependent random variables in a Hilbert space
- A weak invariance principle for Hilbert space valued martingales
- 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
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- On strong invariance principles under dependence assumptions
- A note on the almost sure central limit theorem for weakly dependent random variables
- On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables
- Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
- Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance
- Strong approximation for cross-covariances of linear variables with long-range dependence
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series
- A compact LIL for martingales in \(2\)-smooth Banach spaces with applications
- Strong approximations for nonconventional sums and almost sure limit theorems
- Strong approximations of semimartingales by processes with independent increments
- scientific article; zbMATH DE number 3886828 (Why is no real title available?)
- Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting
- Weak approximation of \(G\)-expectations
- Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
This page was built for publication: A note on the almost sure approximation of weakly dependent random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1081948)
