Invariance principles under the Maxwell-Woodroofe condition in Banach spaces (Q2012246)
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English | Invariance principles under the Maxwell-Woodroofe condition in Banach spaces |
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Invariance principles under the Maxwell-Woodroofe condition in Banach spaces (English)
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28 July 2017
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The author studies stationary processes with values in various Banach spaces and specially \(L^p\)-spaces with \(1\leq p< \infty\). He shows that the condition given by \textit{M. Maxwell} and \textit{M. Woodroofe} [Ann. Probab. 28, No. 2, 713--724 (2000; Zbl 1044.60014)] is sufficient for the law of the iterated logarithm and optimal in some sense. The almost sure invariance principle and the weak invariance principle are obtained for large classes of Banach spaces. The tools in the proofs are maximal inequalities and martingale approximation. Several examples are given including the case of empirical processes.
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Banach-valued processes
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compact law of the iterated logarithm
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invariance principles
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Maxwell-Woodroofe condition
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