Invariance principles and Gaussian approximation for strictly stationary processes
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approximation by Gaussian random variablesstrong invariance principleweak invariance principlezero entropy stationary process
Measure-preserving transformations (28D05) Entropy and other invariants (28D20) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Stationary stochastic processes (60G10)
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Cites work
- Almost sure central limit theorem for strictly stationary processes
- Almost topological dynamical systems
- Approximating martingales and the central limit theorem for strictly stationary processes
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- Limit theorems and Markov approximations for chaotic dynamical systems
- On central limit theorems, modulus of continuity and Diophantine type for irrational rotations
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Cited in
(23)- An almost sure invariance principle for stochastic approximation procedures in linear filtering theory
- The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order
- Distributional limits of positive, ergodic stationary processes and infinite ergodic transformations
- On weak convergence of sampled dynamical systems.
- Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process
- Local limit theorem in deterministic systems
- Flexibility of statistical properties for smooth systems satisfying the central limit theorem
- Komlós-Major-Tusnády approximation under dependence
- Limiting curves for the Pascal adic transformation
- On sums of indicator functions in dynamical systems
- An indicator function limit theorem in dynamical systems
- LIMIT THEOREMS FOR SAMPLED DYNAMICAL SYSTEMS
- Ergodic and statistical properties of B-free numbers
- SELF-SIMILAR CORRECTIONS TO THE ERGODIC THEOREM FOR THE PASCAL-ADIC TRANSFORMATION
- The visits to zero of a random walk driven by an irrational rotation
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- Random deviations of ergodic sums for the Pascal adic transformation in the case of the Lebesgue measure
- Invariance principle for functions of stationarily connected Gaussian variables
- On invariant distribution function estimation for continuous-time stationary processes
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