Magda Peligrad

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the local limit theorems for linear sequences of lower psi-mixing Markov chains Statistics & Probability Letters	2024-07-09	Paper
On the quenched CLT for stationary Markov chains Journal of Theoretical Probability	2024-04-02	Paper
Functional central limit theorem via nonstationary projective conditions Progress in Probability	2024-03-07	Paper
Convergence of series of conditional expectations Statistics & Probability Letters	2023-07-12	Paper
Berry-Esseen type bounds for the left random walk on \({\mathrm{GL}_d}(\mathbb{R})\) under polynomial moment conditions The Annals of Probability	2023-05-10	Paper
On the CLT for stationary Markov chains with trivial tail sigma field Electronic Communications in Probability	2023-02-24	Paper
On the local limit theorems for lower psi-mixing Markov chains	2022-08-30	Paper
On the CLT for stationary Markov chains with trivial tail sigma field	2022-08-30	Paper
On the invariance principle for reversible Markov chains	2022-07-27	Paper
Limit theorems for linear random fields with innovations in the domain of attraction of a stable law Stochastic Processes and their Applications	2022-06-20	Paper
Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\) Comptes Rendus. Mathématique. Académie des Sciences, Paris	2022-05-31	Paper
A local limit theorem for linear random fields Journal of Time Series Analysis	2021-11-25	Paper
On the local limit theorems for psi-mixing Markov chains	2021-08-06	Paper
New robust confidence intervals for the mean under dependence Journal of Statistical Planning and Inference	2021-01-06	Paper
On the quenched central limit theorem for stationary random fields under projective criteria Journal of Theoretical Probability	2020-10-30	Paper
A new CLT for additive functionals of Markov chains Stochastic Processes and their Applications	2020-09-02	Paper
Quenched invariance principles for orthomartingale-like sequences Journal of Theoretical Probability	2020-08-06	Paper
On the CLT for additive functionals of Markov chains Electronic Communications in Probability	2020-07-29	Paper
Universality of limiting spectral distribution under projective criteria	2020-06-21	Paper
Functional CLT for nonstationary strongly mixing processes Statistics & Probability Letters	2020-01-20	Paper
Functional CLT for martingale-like nonstationary dependent structures Bernoulli	2019-09-25	Paper
Functional Gaussian Approximation for Dependent Structures	2019-03-13	Paper
Central limit theorem for Fourier transform and periodogram of random fields Bernoulli	2019-01-28	Paper
On the normal approximation for random fields via martingale methods Stochastic Processes and their Applications	2018-04-13	Paper
Erratum: The limiting spectral distribution in terms of spectral density Random Matrices: Theory and Applications	2018-02-16	Paper
Quenched invariance principles via martingale approximation Asymptotic Laws and Methods in Stochastics	2017-07-05	Paper
The self-normalized asymptotic results for linear processes Asymptotic Laws and Methods in Stochastics	2017-07-05	Paper
On the spectral density of stationary processes and random fields Journal of Mathematical Sciences (New York)	2017-01-24	Paper
On the product of random variables and moments of sums under dependence High Dimensional Probability VII	2017-01-11	Paper
On the invariance principle for reversible Markov chains Journal of Applied Probability	2016-08-11	Paper
On the empirical spectral distribution for matrices with long memory and independent rows Stochastic Processes and their Applications	2016-08-08	Paper
On the functional CLT for stationary Markov chains started at a point Stochastic Processes and their Applications	2016-04-20	Paper
The limiting spectral distribution in terms of spectral density Random Matrices: Theory and Applications	2016-04-18	Paper
Quenched limit theorems for Fourier transforms and periodogram Bernoulli	2016-02-22	Paper
Asymptotic variance of stationary reversible and normal Markov processes Electronic Journal of Probability	2015-08-07	Paper
Law of the iterated logarithm for the periodogram Stochastic Processes and their Applications	2015-06-19	Paper
On the universality of spectral limit for random matrices with martingale differences entries Random Matrices: Theory and Applications	2015-06-17	Paper
On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries Stochastic Processes and their Applications	2015-06-11	Paper
On kernel estimators of density for reversible Markov chains Statistics & Probability Letters	2015-06-11	Paper
Central limit theorem for linear processes with infinite variance Journal of Theoretical Probability	2014-09-18	Paper
A quenched weak invariance principle Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2014-09-05	Paper
Reflexive operator algebras on Banach spaces Pacific Journal of Mathematics	2014-07-31	Paper
Exact moderate and large deviations for linear processes STATISTICA SINICA	2014-04-29	Paper
Asymptotic properties for linear processes of functionals of reversible or normal Markov chains Progress in Probability	2013-07-18	Paper
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples The Annals of Probability	2013-05-24	Paper
Central limit theorem for triangular arrays of non-homogeneous Markov chains Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2013-01-28	Paper
On the functional central limit theorem for reversible Markov chains with nonlinear growth of the variance Journal of Applied Probability	2013-01-19	Paper
Some aspects of modeling dependence in copula-based Markov chains Journal of Multivariate Analysis	2012-08-24	Paper
Bernstein inequality and moderate deviations under strong mixing conditions Institute of Mathematical Statistics Collections	2012-07-26	Paper
Asymptotic properties of self-normalized linear processes with long memory Econometric Theory	2012-06-11	Paper
Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains Journal of Theoretical Probability	2012-04-26	Paper
A Bernstein type inequality and moderate deviations for weakly dependent sequences Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2012-02-13	Paper
Almost sure invariance principles via martingale approximation Stochastic Processes and their Applications	2012-01-04	Paper
Invariance principles for linear processes with application to isotonic regression Bernoulli	2011-09-02	Paper
On the functional central limit theorem via martingale approximation Bernoulli	2011-09-02	Paper
On the invariance principle under martingale approximation Stochastics and Dynamics	2011-03-21	Paper
Conditional central limit theorem via martingale approximation	2011-03-09	Paper
Central limit theorem for Fourier transforms of stationary processes The Annals of Probability	2010-09-29	Paper
Recent advances in invariance principles for stationary sequences Probability Surveys	2010-06-29	Paper
Moderate deviations for linear processes generated by martingale-like random variables Journal of Theoretical Probability	2010-04-23	Paper
Moderate deviations for stationary sequences of bounded random variables Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2009-08-24	Paper
On fractional Brownian motion limits in one dimensional nearest-neighbor symmetric simple exclusion	2009-04-27	Paper
Functional moderate deviations for triangular arrays and applications	2009-04-27	Paper
Invariance principle for stochastic processes with short memory High Dimensional Probability	2007-09-12	Paper
On the weak invariance principle for stationary sequences under projective criteria Journal of Theoretical Probability	2007-02-14	Paper
A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications Proceedings of the American Mathematical Society	2007-02-01	Paper
Central limit theorem for stationary linear processes The Annals of Probability	2006-11-08	Paper
Another approach to Brownian motion Stochastic Processes and their Applications	2006-04-28	Paper
A new maximal inequality and invariance principle for stationary sequences The Annals of Probability	2005-05-03	Paper
Some remarks on coupling of dependent random variables Statistics & Probability Letters	2003-05-07	Paper
The functional central limit theorem under the strong mixing condition The Annals of Probability	2003-05-06	Paper
Maximal inequalities and an invariance principle for a class of weakly dependent random variables Journal of Theoretical Probability	2003-04-27	Paper
A note on the uniform laws for dependent processes via coupling Journal of Theoretical Probability	2002-08-28	Paper
scientific article; zbMATH DE number 1944030 (Why is no real title available?)	2002-01-01	Paper
On the blockwise bootstrap for empirical processes for stationary sequences The Annals of Probability	2000-03-14	Paper
Almost-sure results for a class of dependent random variables Journal of Theoretical Probability	2000-01-09	Paper
Asymptotic normality for density kernel estimators in discrete and continuous time Journal of Multivariate Analysis	1999-11-29	Paper
Convergence of stopped sums of weakly dependent random variables Electronic Journal of Probability	1999-07-08	Paper
scientific article; zbMATH DE number 1301676 (Why is no real title available?)	1999-06-16	Paper
Maximum of partial sums and an invariance principle for a class of weak dependent random variables Proceedings of the American Mathematical Society	1998-03-24	Paper
Central limit theorem for linear processes The Annals of Probability	1997-11-18	Paper
Sharp conditions for the CLT of linear processes in a Hilbert space Journal of Theoretical Probability	1997-10-27	Paper
On the asymptotic normality of sequences of weak dependent random variables Journal of Theoretical Probability	1996-10-13	Paper
A note on estimation of variance for \(\rho\)-mixing sequences Statistics & Probability Letters	1996-06-05	Paper
Estimation of the variance of partial sums for \(\rho\)-mixing random variables Journal of Multivariate Analysis	1995-07-03	Paper
Estimation of variance of partial sums of an associated sequence of random variables Stochastic Processes and their Applications	1995-05-23	Paper
A note on the almost sure central limit theorem for weakly dependent random variables Statistics & Probability Letters	1995-02-22	Paper
Self-normalized central limit theorem for sums of weakly dependent random variables Journal of Theoretical Probability	1994-11-17	Paper
scientific article; zbMATH DE number 475319 (Why is no real title available?)	1994-01-23	Paper
Weak ergodicity and products of random matrices Journal of Theoretical Probability	1993-09-13	Paper
Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions Stochastics and Stochastic Reports	1993-01-17	Paper
On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient Stochastic Processes and their Applications	1992-10-04	Paper
scientific article; zbMATH DE number 66648 (Why is no real title available?)	1992-09-27	Paper
The central limit theorem for Tukey's 3R smoother Statistics & Probability Letters	1992-06-28	Paper
On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences Stochastic Processes and their Applications	1990-01-01	Paper
scientific article; zbMATH DE number 4133227 (Why is no real title available?)	1989-01-01	Paper
On the central limit theorem for \(\rho\)-mixing sequences of random variables The Annals of Probability	1987-01-01	Paper
The Convergence of Moments in the Central Limit Theorem for ρ-Mixing Sequences of Random Variables Proceedings of the American Mathematical Society	1987-01-01	Paper
scientific article; zbMATH DE number 3973951 (Why is no real title available?)	1986-01-01	Paper
Invariance principles under weak dependence Journal of Multivariate Analysis	1986-01-01	Paper
Invariance principles under a two-part mixing assumption Stochastic Processes and their Applications	1986-01-01	Paper
Convergence rates of the strong law for stationary mixing sequences Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1985-01-01	Paper
An invariance principle for \(\phi\)-mixing sequences The Annals of Probability	1985-01-01	Paper
scientific article; zbMATH DE number 3988363 (Why is no real title available?)	1984-01-01	Paper
A note on two measures of dependence and mixing sequences Advances in Applied Probability	1983-01-01	Paper
A criterion for tightness for a class of dependent random variables Acta Mathematica Academiae Scientiarum Hungaricae	1982-01-01	Paper
Invariance principles for mixing sequences of random variables The Annals of Probability	1982-01-01	Paper
scientific article; zbMATH DE number 3736711 (Why is no real title available?)	1981-01-01	Paper
An invariance principle for dependent random variables Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1981-01-01	Paper
Limit Theorems and the Law of Large Numbers for Martingale-like Sequences Mathematische Nachrichten	1980-01-01	Paper
scientific article; zbMATH DE number 3682767 (Why is no real title available?)	1980-01-01	Paper
scientific article; zbMATH DE number 3576447 (Why is no real title available?)	1976-01-01	Paper
Rates in the central limit theorem for random projections of Martingales	N/A	Paper

Research outcomes over time

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