An invariance principle for certain dependent sequences

DOI10.1214/AOP/1176994374MaRDI QIDQ1154726zbMATH OpenOpenAlexWikidataFDO

Authors A. Larry Wright, Charles M. Newman

Publication date 1981

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176994374

zbMATH Keywords

central limit theoremmaximal inequalityinvariance principleFKG inequalities

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44)

Cited in

(only showing first 100 items - show all)

• The law of the iterated logarithm for positively dependent random variables
• Dependence structures in which uncorrelatedness implies independence
• The law of the iterated logarithm for the solution of the Burgers equation with random initial data
• Processes with block-associated increments
• The invariance principle for associated random fields
• An invariance principle for weakly associated random vectors
• Asymptotic normality of error density estimator in stationary and explosive autoregressive models
• A general result on precise asymptotics for linear processes of positively associated sequences
• Asymptotic normality of two-sample linear rank statistics under association
• Almost sure functional central limit theorems for weakly dependent sequences
• A note on the almost sure central limit theorem for negatively associated fields
• Self-normalized central limit theorem for sums of weakly dependent random variables
• Estimation of the Mean Measure Density of a Discrete Random Measure Through Associated Sequences of Observations
• On the strong convergence rate for positively associated random variables
• The Bahadur representation for empirical and smooth quantile estimators under association
• A law of the iterated logarithm for random walk in random scenery with deterministic normalizers
• Exact rates in log law for positively associated random variables
• Non-uniform and uniform Berry–Esseen type bounds for stationary associated sequences
• Exponential inequality for associated random variables
• Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction
• The invariance principle for associated processes
• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
• WAVELET ESTIMATION OF THE COVARIANCE OF ALMOST PERIODICALLY CORRELATED PROCESSES AND STUDY OF ASYMPTOTIC PROPERTIES IN A CONTEXT OF WEAK DEPENDENCE
• Asymptotic normality of error distribution estimator in autoregressive models
• A Berry-Esséen theorem and a functional law of the iterated logarithm for weakly associated random vectors
• A note on weighted sums of i.i.d. random variables
• The functional central limit theorem for a family of GARCH observations with applications
• Local central limit theorem for long-range two-body potentials at sufficiently high temperatures
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
• Conditional versions of limit theorems for conditionally associated random variables
• On a conjecture of an invariance principle for sequences of associated random variables
• Change point in variance of fractionally integrated noise
• Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions
• Limit theorems for the spread of epidemics and forest fires
• Weak and almost sure convergence for products of sums of associated random variables
• A moderate deviation for associated random variables
• Moment inequalities and weak convergence for negatively associated sequences
• Density estimation for associated sampling: A point process influenced approach
• Confidence intervals for probability density functions under associated samples
• Deconvolving cumulative density from associated random processes
• Association and random measures
• The central limit theorem for supercritical oriented percolation in two dimensions
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
• Maximal inequalities for associated random variables and demimartingales.
• Normal fluctuations and the FKG inequalities
• Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables
• A note on the almost sure central limit theorem for weakly dependent random variables
• Central limit theorem for linear processes
• The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent
• A central limit theorem for the linear process generated by associated random variables in a Hilbert space
• Conditional limit theorems for conditionally negatively associated random variables
• Generalized divide and color models
• A general theory of some positive dependence notions
• A functional law of the iterated logarithm for associated sequences
• A Gaussian process related to the mass spectrum of the near-critical Ising model
• Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients.
• A strong approximation theorem for positively dependent Gaussian sequences and its applications
• Asymptotics of kernel density estimators on weakly associated random fields
• A characterization of stochastic independence by association with an application to random utility theory
• Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences
• A strong invariance principle for associated sequences
• A weak convergence for negatively associated fields
• The weak convergence for functions of negatively associated random variables
• Discrete-time risk processes with after-effects and association
• Stochastic renormalization group in percolation. I: Fluctuations and crossover
• Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method
• Rate of convergence of the mean for sub-additive ergodic sequences
• Spatial local M-estimation under association
• Estimation of variance of partial sums of an associated sequence of random variables
• On the Central Limit Theorem for Dynamical Systems
• Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations
• A general method to the strong law of large numbers and its applications
• A nonparametric test for the change of the density function under association
• Moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields
• On the quenched functional CLT in random sceneries
• A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes
• A general approach rate to the strong law of large numbers
• Spectral covariance and limit theorems for random fields with infinite variance
• A note on the Hajek-Renyi inequality for associated random variables
• Remarks on stationary GARCH processes under heavy tail distributions
• Strong invariance principles for triangular arrays of weakly dependent random variables
• Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory
• A law of the iterated logarithm for stable processes in random scenery
• A strong approximation theorem for quasi-associated sequences
• A note on weighted sums of associated random variables
• Planar Lorentz process in a random scenery
• Weighted sums of associated variables
• Analysis of initial transient deletion for replicated steady-state simulations
• Mathematical theory of queueing networks
• Convergence rates in the SLLN for some classes of dependent random fields
• Central limit theorems for associated possibly moving partial sums and application to the non-stationary invariance principles
• Multiple-comparison procedures for steady-state simulations
• Self-normalized central limit theorem and estimation of variance of partial sums for negative dependent random variables
• On estimation of limiting variance of partial sums of functions of associated random variables
• Quenched invariance principles for the maximal particle in branching random walk in random environment and the parabolic Anderson model
• Hájek-Rényi-type inequality for associated sequences
• Precise asymptotics in the Baum-Katz and Davis law of large numbers for positively associated sequences
• A note on some negative dependence notions
• Asymptotic properties for the loglog laws under positive association

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