Limit theorems for signatures
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Berry-Esseen estimatesdynamical systemsinvariance principleslarge deviationsmixing propertiesrough pathsshiftssignaturesstationary processstrong approxmations
Dynamical systems and their relations with probability theory and stochastic processes (37A50) Central limit and other weak theorems (60F05) Large deviations (60F10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Stationary stochastic processes (60G10) Signatures and data streams (60L10) Rough paths (60L20)
Cites work
- \(U\)-statistics in Banach spaces
- A course on rough paths. With an introduction to regularity structures
- Almost sure approximations and laws of iterated logarithm for signatures
- Almost sure diffusion approximation in averaging via rough paths theory
- Almost sure invariance principle for nonuniformly hyperbolic systems
- Almost sure invariance principles for partial sums of mixing B-valued random variables
- Approximation theorems for independent and weakly dependent random vectors
- Dependent wild bootstrap for degenerate U- and V-statistics
- Deterministic homogenization under optimal moment assumptions for fast-slow systems. II
- Differential equations driven by rough paths with jumps
- Differential equations driven by rough signals
- Equilibrium states and the ergodic theory of Anosov diffeomorphisms
- Generalized iterated-sums signatures
- scientific article; zbMATH DE number 3137662 (Why is no real title available?)
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- scientific article; zbMATH DE number 1944026 (Why is no real title available?)
- Inequalities. A journey into linear analysis
- Introduction to strong mixing conditions. Vol. 3.
- Invariance principles for von Mises and U-statistics
- Invariants of multidimensional time series based on their iterated-integral signature
- Iterated invariance principle for slowly mixing dynamical systems
- Large deviation results for a U-statistical sum with product kernel
- Large deviations and the Strassen theorem in Hölder norm
- Limit theorems and exponential inequalities for canonical U- and V-statistics of dependent trials
- Mixing Properties and Central Limit Theorem for a Class of Non-Identical Piecewise Monotonic C 2 - Transformations
- Nonconventional limit theorems and random dynamics
- On Choosing and Bounding Probability Metrics
- On the rate of mixing of Axiom A flows
- On U-statistics and v. mise? statistics for weakly dependent processes
- Short proof of a discrete Gronwall inequality
- Strong diffusion approximation in averaging and value computation in Dynkin's games
- Strong diffusion approximation in averaging with dynamical systems fast motions
- System Control and Rough Paths
- The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables
- The ergodic theory of axiom A flows
- Uniqueness for the signature of a path of bounded variation and the reduced path group
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