Invariance principles in probability for triangular arrays of B-valued random vectors and some applications

From MaRDI portal
Publication:1171803

DOI10.1214/aop/1176993862zbMath0499.60009OpenAlexW1974787817MaRDI QIDQ1171803

Alejandro D. de Acosta

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1214/aop/1176993862



Related Items

On the invariance principle for stationary \(\phi\) -mixing triangular arrays with infinitely divisible limits, Busemann functions on the Wasserstein space, Strong approximation of the number of renewal paced record times, Rate of convergence of transport processes with an application to stochastic differential equations, A fixed-width interval for \(1/\beta\) in simple linear regression, Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type, A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation, Mass-transshipment problems and ideal metrics, Moments of distributions attracted to operator-stable laws, Detecting change in a random sequence, Asymptotics of conditional empirical processes, Duality theorem for the stochastic optimal control problem, A representation of the Kantorovich-functional, Central limit theorems for \(L_ p\)-norms of density estimators, Asymptotic properties for the sequential CUSUM procedure, Approximations of weighted empirical and quantile processes, Kantorovich-Rubinstein quasi-metrics. I: Spaces of measures and of continuous valuations, Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives, On the strong approximation of bootstrapped empirical copula processes with applications, Applications of Strassen's theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions, On the strong approximation of the non-overlapping \(k\)-spacings process with application to the moment convergence rates, Invariance principles in probability for stable processes generated by a class of dependent sequences, Invariance principles for generalized domains of semistable attraction, Asymptotic distributions of pontograms, Duality for rectified cost functions, Some new multivariate tests of independence, Unnamed Item, On the Kantorovich-Rubinstein theorem, Changepoint problems and contiguous alternatives, On functional limit theorems for the cumulative times in alternating renewal processes, Rate of convergence in limit theorems for Brownian excursions, Conservation of total vorticity for a 2D stochastic Navier-Stokes equation, Posterior asymptotics in Wasserstein metrics on the real line, On one-dimensional Riccati diffusions, On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes, Limit theorems for permutations of empirical processes with applications to change point analysis, Rényi-type empirical processes, Vortex theory approach to stochastic hydrodynamics, Some applications of the strong approximation of the integrated empirical copula processes, An almost sure invariance principle for triangular arrays of banach space valued random variables, A regularity condition and a limit theorem for Harris ergodic Markov chains, Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests, On the asymptotic distributions of weighted uniform mulitivariate empirical processes, Some asymptotic results for the integrated empirical process with applications to statistical tests, André Dabrowski's work on limit theorems and weak dependence, On Some Limit Theorems for Continued Fractions