Improved Erdoes-Renyi and strong approximation laws for increments of partial sums

DOI10.1214/aop/1176994269zbMath0477.60034OpenAlexW2087150198MaRDI QIDQ1160984

Josef G. Steinebach, Miklós Csörgő

Publication date: 1981

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994269

zbMATH Keywords

strong approximationsstrong invariance principlesincrements of partial sums

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Large deviations (60F10) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17)

Related Items (19)

Exact convergence rates in strong approximation laws for large increments of partial sums ⋮ Strong Gaussian approximation for cumulative processes ⋮ Asymptotic results for parametric estimation in inadequate two phases regression models ⋮ Self-normalized large deviations ⋮ On Mason's extension of the Erdős-Rényi law of large numbers ⋮ Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables ⋮ A new class of strongly consistent variance estimators for steady-state simulations ⋮ Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic ⋮ On one-sided strong laws for large increments of sums ⋮ The Hausdorff dimension of level sets described by Erdős-Rényi average ⋮ On the limit behavior of increments of sums of independent random variables from domains of attraction of asymmetric stable distributions ⋮ Asymptotic results for random processes ⋮ On the Erdös-Rényi theorem for random fields and sequences and its relationships with the theory of runs and spacings ⋮ A generalization of the Erdős-Rényi limit theorem and the corresponding multifractal analysis ⋮ A Baum-Katz theorem for random variables under exponential moment conditions ⋮ Realistic variation of shock models ⋮ On the increments of partial sum processes with multidimensional indices ⋮ Strong laws for the maximal gain over increasing runs ⋮ An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law

This page was built for publication: Improved Erdoes-Renyi and strong approximation laws for increments of partial sums