Almost sure invariance principles for partial sums of weakly dependent random variables
From MaRDI portal
Cited in
(only showing first 100 items - show all)- The foundational inequalities of D. L. Burkholder and some of their ramifications
- A vector-valued almost sure invariance principle for Sinai billiards with random scatterers
- Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals
- Quenched invariance principles via martingale approximation
- Probabilistic behaviour of some lacunary series
- A note on the almost sure approximation of weakly dependent random variables
- On the lower limits of maxima and minima of wiener process and partial sums
- Rates in almost sure invariance principle for slowly mixing dynamical systems
- Invariance principles under a two-part mixing assumption
- A partial review on testing for change points in autoregressive time series models
- On the pair correlations of powers of real numbers
- Matrices -- compensating the loss of anschauung
- Almost sure versions of the Darling-Erdős theorem
- Almost sure invariance principle for random piecewise expanding maps
- Estimation of the limit variance for sums under a new weak dependence condition
- On Weak Convergence in Dynamical Systems to Self-Similar Processes with Spectral Representation
- Combining multifractal additive and multiplicative chaos
- Strong invariance principle for singular diffusions.
- Some remarks on a probability limit theorem for continued fractions
- Generalized law of the iterated logarithm for the Lorentz gas with infinite horizon
- On coupling lemma and stochastic properties with unbounded observables for 1-d expanding maps
- On the rates in the central limit theorem for weakly dependent random fields
- Rates of mixing for the measure of maximal entropy of dispersing billiard maps
- Almost sure invariance principle for nonuniformly hyperbolic systems
- Almost Sure Invariance Principle for Random Distance Expanding Maps with a Nonuniform Decay of Correlations
- Upper large deviations bound for singular-hyperbolic attracting sets
- Monitoring time series with short detection delay
- Asymptotic properties of hybrid random processes modulated by Markov chains
- Asymptotic behaviour of a class of stochastic approximation procedures
- A parameter ASIP for the quadratic family
- Parametrized families of Gibbs measures and their statistical inference
- CENTRAL LIMIT THEOREM FOR THE MODULUS OF CONTINUITY OF AVERAGES OF OBSERVABLES ON TRANSVERSAL FAMILIES OF PIECEWISE EXPANDING UNIMODAL MAPS
- A note on the almost sure central limit theorem
- Almost sure invariance principles for mixing sequences of random variables
- From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules
- Strong approximation for a class of stationary processes
- Decay of correlations and invariance principles for dispersing billiards with cusps, and related planar billiard flows
- Ergodic properties of invariant measures for piecewise monotonic transformations
- Asymptotic results for the empirical process of stationary sequences
- A vector-valued almost sure invariance principle for hyperbolic dynamical systems
- The Wasserstein distance and approximation theorems
- A strong invariance principle for nonconventional sums
- Equidistribution for nonuniformly expanding dynamical systems, and application to the almost sure invariance principle
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations
- Hypermeander of spirals: local bifurcations and statistical properties
- Totally ergodic generalised matrix equilibrium states have the Bernoulli property
- Equilibrium states of endomorphisms of \(\mathbb{P}^{k}\): spectral stability and limit theorems
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\)
- Advanced statistical properties of dispersing billiards
- A note on the finite-dimensional distributions of dispersing billiard processes
- On a stochastic approximation procedure based on averaging
- Diffusion approximations for the maximum of a perturbed random walk
- Limit theorems for sums of weakly dependent Banach space valued random variables
- The law of iterated logarithm and equilibrium measures versus Hausdorff measures for dynamically semi-regular meromorphic functions
- Almost sure invariance principle for dynamical systems by spectral methods
- The almost sure invariance principle for beta-mixing measures
- Almost sure invariance principle for random dynamical systems via Gouëzel's approach
- A general strong approximation theorem for dependent \(\mathbb R^d\)-valued random vectors
- Almost sure local limit theorem for the Dickman distribution
- Rates in almost sure invariance principle for quickly mixing dynamical systems
- An A.S. Invariance principle for lacunary seriesf(n k x)
- Quality control for structural credit risk models
- Multivariate strong invariance principles in Markov chain Monte Carlo
- A regularity condition and a limit theorem for Harris ergodic Markov chains
- Gaussian approximation of mixing random fields
- Metric discrepancy results for subsequences of \(\{\theta^k x\}\)
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- An almost sure Invariance Principle for Hilbert Space Valued Martingales
- Posterior representations for Bayesian context trees: sampling, estimation and convergence
- Robust exponential mixing and convergence to equilibrium for singular-hyperbolic attracting sets
- On recursive estimation for hidden Markov models
- On the asymptotic behaviour of ?f(nkx)
- On the asymptotic behaviour of ?f(nkx)
- Analytic description of statistics of spectra of quantum graphs
- The asymptotics of waiting times between stationary processes, allowing distortion
- Metric discrepancy results for geometric progressions perturbed by irrational rotations
- Bayesian inference of phylogenetic distances: revisiting the eigenvalue approach
- A functional law of the iterated logarithm for associated sequences
- Hénon maps: a list of open problems
- Gibbs states on the symbolic space over an infinite alphabet
- A universal result in almost sure central limit theory.
- Statistical properties of the Rauzy-Veech-Zorich map
- Law of iterated logarithm and invariance principle for one-parameter families of interval maps
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
- Strong invariance principles for dependent random variables
- Law of the iterated logarithm for \(\phi\)-mixing random variables
- Fast and optimal inference for change points in piecewise polynomials via differencing
- An almost sure invariance principle for partial sums associated with a random field
- Statistical limit theorems for suspension flows
- Obituary for Walter Philipp.
- The law of the iterated logarithm for character ratios
- Weak Gibbs measures: speed of convergence to entropy, topological and geometrical aspects
- A strong invariance principle for associated sequences
- Strong approximation of lacunary series with random gaps
- Rates in almost sure invariance principle for nonuniformly hyperbolic maps
- Physical measures for mostly sectionally expanding flows
- Psychometrics: from practice to theory and back. 15 years of nonparametric multidimensional IRT, DIF/test equity, and skills diagnostic assessment
- Heavy-traffic extreme-value limits for queues
- Invariance principle for the capacity and the cardinality of the range of stable random walks
- Stability and limit theorems for sequences of uniformly hyperbolic dynamics
This page was built for publication: Almost sure invariance principles for partial sums of weakly dependent random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4134627)
