Approximation theorems for independent and weakly dependent random vectors

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Strong approximation for a class of stationary processes
Selection from a stable box
Precise asymptotics in the law of logarithm under dependence assumptions
Asymptotic results for the empirical process of stationary sequences
Gaussian approximation of the empirical process under random entropy conditions
A vector-valued almost sure invariance principle for hyperbolic dynamical systems
Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes
Combinatorial methods in the study of marginal problems over separable spaces
Law of the iterated logarithm for \(\phi\)-mixing random variables
Exchangeable random variables and the subsequence principle
Invariance principles for partial sum processes and empirical processes indexed by sets
Strong approximations of renewal processes and their applications
A useful estimate in the multidimensional invariance principle
Strong approximations of k-th records and k-th record times by Wiener processes
Strong approximation of empirical process with independent but non- identically distributed random variables
Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\)
Rate of convergence in a multidimensional invariance principle for functionals of integral form
Poisson approximations in selected metrics by coupling and semigroup methods with applications
A new class of strongly consistent variance estimators for steady-state simulations
Invariance principles for renewal processes when only moments of low order exist
Extremal point processes and intermediate quantile functions
Extensions of results of Komlós, Major, and Tusnády to the multivariate case
The problem of stability in queueing theory
A note on a theorem of Berkes and Philipp for dependent sequences
Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
Approximation of the Hill estimator process
Poisson and Gaussian approximation of weighted local empirical processes
Robust discriminant analysis: Training data breakdown point
Limit theorems for mixing sequences without rate assumptions
Almost sure invariance principles for mixing sequences of random variables
Geometric stable distributions in Banach spaces
Limit laws for \(K\)-record times
On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables
Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle
Equidistribution for nonuniformly expanding dynamical systems, and application to the almost sure invariance principle
A strong invariance principle for associated random fields
Almost sure invariance principles for the empirical process of lacunary sequences
A strong approximation theorem for sums of random vectors in the domain of attraction to a stable law
Strong approximations for partial sums of i.i.d. B-valued r.v.'s in the domain of attraction of a Gaussian law
Some remarks on coupling of dependent random variables
Strong approximation of quantile processes by iterated Kiefer processes.
Strong approximation of the empirical process of GARCH sequences
Rates of convergence in the functional CLT for multidimensional continuous time martingales.
A strong invariance principle for two-dimensional random walk in random scenery.
Strong approximation of the number of renewal paced record times
On the strong approximation of bootstrapped empirical copula processes with applications
A strong invariance principle for nonconventional sums
Quantile coupling inequalities and their applications
Rates in almost sure invariance principle for dynamical systems with some hyperbolicity
Non-stationary almost sure invariance principle for hyperbolic systems with singularities
On the law of the iterated logarithm and strong invariance principles in stochastic geometry
An almost sure invariance principle for some classes of non-stationary mixing sequences
Strong Gaussian approximation for cumulative processes
Rare events and Poisson point processes
Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
Risk excess measures induced by hemi-metrics
Strong approximations for weighted bootstrap of empirical and quantile processes with applications
On weak invariance principles for partial sums
Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions
A Darling-Erdős type result for stationary ellipsoids
Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
Bell's theorem and the consistency problem of common probability distributions
Strong invariance principles for dependent random variables
A regularity condition and a limit theorem for Harris ergodic Markov chains
Level crossings of a two-parameter random walk
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
A strong approximation theorem for quasi-associated sequences
Extensions of some classical methods in change point analysis
A law of the iterated logarithm for stochastic approximation procedures in d-dimensional Euclidean space.
Strong approximations of additive functionals of a planar Brownian motion.
The asymptotic distribution of self-normalized triangular arrays
Strong approximations of semimartingales by processes with independent increments
Testing for change points in time series models and limiting theorems for NED sequences
Strong diffusion approximation in averaging with dynamical systems fast motions
Exponential bounds for random walks on hyperbolic spaces without moment conditions
Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation
Strong approximation of empirical copula processes by Gaussian processes
The accuracy of strong Gaussian approximation for sums of independent random vectors
A strong invariance principle for negatively associated random fields
Error estimates for multinomial approximations of American options in a class of jump diffusion models
About the Lindeberg method for strongly mixing sequences
The Wasserstein distance and approximation theorems
On a very weak bernoulli condition^†
An almost sure invariance principle for triangular arrays of banach space valued random variables
Invariance principles for von Mises and U-statistics
The Hurst phenomenon and the rescaled range statistic
Optimal stopping and strong approximation theorems†
On the local time of the weighted bootstrap and compound empirical processes
Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
André Dabrowski's work on limit theorems and weak dependence
On U-statistics and v. mise? statistics for weakly dependent processes
Versik Processes and Very Weak Bernoulli Processes with Summable Rates are Independent
Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel
Uniform-in-bandwidth functional limit laws
Invariance principles in probability for stable processes generated by a class of dependent sequences
Almost sure approximation theorems for the multivariate empirical process
Strong invariance principles for mixing random fields

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