Approximation theorems for independent and weakly dependent random vectors
From MaRDI portal
Publication:1251848
DOI10.1214/aop/1176995146zbMath0392.60024OpenAlexW1966965018MaRDI QIDQ1251848
Publication date: 1979
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995146
Characteristic FunctionsApproximation TheoremsInvariance PrinciplesLogarithmic Mixing RateWeakly Dependent Random Vectors
Related Items
Limit theorems for sums of weakly dependent Banach space valued random variables, Strong approximation of the St. Petersburg game, On the Local Time of the Weighted Bootstrap and Compound Empirical Processes, Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors, The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications, Strong approximations of semimartingales by processes with independent increments, Testing for change points in time series models and limiting theorems for NED sequences, Vector-valued almost sure invariance principles for (non)stationary and random dynamical systems, An almost sure Invariance Principle for Hilbert Space Valued Martingales, The Wasserstein distance and approximation theorems, On the rate of convergence in the invariance principle for weakly dependent random variables, Strong diffusion approximation in averaging with dynamical systems fast motions, Exponential bounds for random walks on hyperbolic spaces without moment conditions, Strong diffusion approximation in averaging and value computation in Dynkin's games, Strong invariance principles for triangular arrays of weakly dependent random variables, A Sufficient Condition for Linear Growth of Variances in a Stationary Random Sequence, 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, Strong invariance principles for dependent random variables, Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation, Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction, A strong invariance principle for negatively associated random fields, On the law of the iterated logarithm for random exponential sums, Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments, On a very weak bernoulli condition†, An almost sure invariance principle for the empirical distribution function of mixing random variables, 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, Level crossings of a two-parameter random walk, Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices, Invariance principles for von Mises and U-statistics, Versik Processes and Very Weak Bernoulli Processes with Summable Rates are Independent, Almost sure approximation theorems for the multivariate empirical process, A strong approximation theorem for quasi-associated sequences, The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions, Extensions of some classical methods in change point analysis, Strong invariance principles for mixing random fields, Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting, Approximation of sums of random variables with multiindexes, L2 Diffusion Approximation for Slow Motion in Averaging, ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES, Some asymptotic results for the integrated empirical process with applications to statistical tests, Invariance principles for Gaussian sequences, André Dabrowski's work on limit theorems and weak dependence, Error estimates for multinomial approximations of American options in a class of jump diffusion models, Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes, Asymptotic properties of prediction error estimators in approximate system identification, Asymptotic properties of prediction error estimators in approximate system identification, Strong approximation of very weak Bernoulli processes, On U-statistics and v. mise? statistics for weakly dependent processes, Approximation of rectangular sums of B-valued random variables, A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space., Strong approximations of additive functionals of a planar Brownian motion., About the Lindeberg method for strongly mixing sequences, A note on a theorem of Berkes and Philipp, Optimal stopping and strong approximation theorems†, Almost sure invariance principle for random dynamical systems via Gouëzel's approach, The asymptotic distribution of self-normalized triangular arrays, Strong approximation of empirical copula processes by Gaussian processes, Almost Sure Invariance Principle for Random Distance Expanding Maps with a Nonuniform Decay of Correlations, The accuracy of strong Gaussian approximation for sums of independent random vectors, Invariance principles for sums of Banach space valued random elements and empirical processes, Strong approximation of quantile processes by iterated Kiefer processes., Strong approximation of the empirical process of GARCH sequences, Strong approximations for weighted bootstrap of empirical and quantile processes with applications, Limit laws for \(K\)-record times, Rates of convergence in the functional CLT for multidimensional continuous time martingales., A strong invariance principle for two-dimensional random walk in random scenery., Strong approximations of renewal processes and their applications, A useful estimate in the multidimensional invariance principle, Strong approximations of k-th records and k-th record times by Wiener processes, Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion, Strong approximation of empirical process with independent but non- identically distributed random variables, Strong approximation of the number of renewal paced record times, Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\), Rate of convergence in a multidimensional invariance principle for functionals of integral form, Strong Gaussian approximation for cumulative processes, On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables, Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle, The Hurst phenomenon and the rescaled range statistic, Poisson approximations in selected metrics by coupling and semigroup methods with applications, A new class of strongly consistent variance estimators for steady-state simulations, Some observations on the KMT dyadic scheme, Invariance principles for renewal processes when only moments of low order exist, Extremal point processes and intermediate quantile functions, Extensions of results of Komlós, Major, and Tusnády to the multivariate case, The problem of stability in queueing theory, Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel, Uniform-in-bandwidth functional limit laws, Convergence rates of tail probabilities for sums under dependence assumptions, On weak invariance principles for partial sums, Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions, On general bootstrap of empirical estimator of a semi-Markov kernel with applications, On the strong approximation of bootstrapped empirical copula processes with applications, A strong invariance principle for nonconventional sums, Lil behavior for weakly dependent random variables in Banach spaces, Rare events and Poisson point processes, Extremes of weighted Brownian bridges in increasing dimension, Quantile coupling inequalities and their applications, An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables, Estimates for the rate of strong approximation in Hilbert space, Change-point analysis in increasing dimension, Asymptotic equivalence of nonparametric autoregression and nonparametric regression, Non-uniform spacings processes, A Darling-Erdős type result for stationary ellipsoids, A note on a theorem of Berkes and Philipp for dependent sequences, Random walk and Brownian local times in Wiener sheets: a tribute to my almost surely most visited \(75\) years young best friends, Endre Csáki and Pál Révész, Spacings-ratio empirical processes, Strong approximation of partial sums under dependence conditions with application to dynamical systems, Precise rates in the law of the iterated logarithm under dependence assumptions, Estimates for the rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors, Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors, A general LIL for \(B\)-valued geometrically weighted series under dependent assumption, Bell's theorem and the consistency problem of common probability distributions, A strong invariance principle for associated sequences, Rates in almost sure invariance principle for dynamical systems with some hyperbolicity, Non-stationary almost sure invariance principle for hyperbolic systems with singularities, Sums of weakly dependent random variables, Equidistribution for nonuniformly expanding dynamical systems, and application to the almost sure invariance principle, Some applications of the strong approximation of the integrated empirical copula processes, Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter, On the maximum of covariance estimators, LIL behavior for B-valued strong mixing random variables, Non-central limit theorems for random selections, A strong invariance principle for associated random fields, Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests, Testing conditional independence using maximal nonlinear conditional correlation, A general strong approximation theorem for dependent \(\mathbb R^d\)-valued random vectors, Almost sure invariance principle for dynamical systems by spectral methods, Strong approximation of continuous time stochastic processes, Error estimates for binomial approximations of game options, A strong invariance principle for positively or negatively associated random fields, Strong approximation for a class of stationary processes, Selection from a stable box, On the law of the iterated logarithm and strong invariance principles in stochastic geometry, Precise asymptotics in the law of logarithm under dependence assumptions, Risk excess measures induced by hemi-metrics, Asymptotic results for the empirical process of stationary sequences, Gaussian approximation of the empirical process under random entropy conditions, A vector-valued almost sure invariance principle for hyperbolic dynamical systems, Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales, Approximation of the Hill estimator process, Almost sure invariance principles for the empirical process of lacunary sequences, A strong approximation theorem for sums of random vectors in the domain of attraction to a stable law, Poisson and Gaussian approximation of weighted local empirical processes, Strong approximations for partial sums of i.i.d. B-valued r.v.'s in the domain of attraction of a Gaussian law, Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data, Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes, Robust discriminant analysis: Training data breakdown point, Combinatorial methods in the study of marginal problems over separable spaces, Gaussian approximation of mixing random fields, Strong approximation of renewal processes, Limit theorems for mixing sequences without rate assumptions, Strong approximation of certain stopped sums, Law of the iterated logarithm for \(\phi\)-mixing random variables, Estimates for the Levy-Prokhorov distance in terms of characteristic functions and some of their applications, Exchangeable random variables and the subsequence principle, Almost sure invariance principles for mixing sequences of random variables, An almost sure invariance principle for some classes of non-stationary mixing sequences, Geometric stable distributions in Banach spaces, Invariance principles for partial sum processes and empirical processes indexed by sets, Some remarks on coupling of dependent random variables