Convergence of stopped sums of weakly dependent random variables

DOI10.1214/EJP.V4-50zbMATH Open0931.60008MaRDI QIDQ1293909FDOQ1293909

Magda Peligrad

Publication date: 8 July 1999

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/120135

zbMATH Keywords

stopping timespartial sumsmaximal inequalitiesamartsweak dependent sequences

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

Cited In (12)

• Heavy-Tailed Branching Process with Immigration
• Decoupling and domination inequalities with application to Wald's identity for martingales
• Consistency and Normality ofM-Estimators in Partly Linear Models with Stochastic Adapted Errors
• A new maximal inequality and invariance principle for stationary sequences
• On the functional central limit theorem via martingale approximation
• Weak convergence for weighted empirical processes of dependent sequences
• A multivariate functional limit theorem in weak \(M_1\) topology
• On the blockwise bootstrap for empirical processes for stationary sequences
• Convergence in distribution for randomly stopped random fields
• A new covariance inequality and applications.
• A weak law for randomly stopped sums of multidlmensionally indexed random variables
• When does convergence of a sequence of stopped processes with independent increments imply convergence of the non-stopped processes

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