Strong invariance principles with rate for ``reverse martingale differences and applications
From MaRDI portal
Publication:2346975
DOI10.1007/s10959-013-0506-zzbMath1353.60031arXiv1209.3677MaRDI QIDQ2346975
Christophe Cuny, Florence Merlevède
Publication date: 26 May 2015
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.3677
60G48: Generalizations of martingales
60F17: Functional limit theorems; invariance principles
37E05: Dynamical systems involving maps of the interval
30C30: Schwarz-Christoffel-type mappings
Related Items
Almost sure invariance principle for random piecewise expanding maps, Superpolynomial and polynomial mixing for semiflows and flows, Central limit theorems for sequential and random intermittent dynamical systems, Almost sure invariance principle for random dynamical systems via Gouëzel's approach, Almost Sure Invariance Principle for Random Distance Expanding Maps with a Nonuniform Decay of Correlations, Rates of convergence in invariance principles for random walks on linear groups via martingale methods, Almost sure invariance principle for sequential and non-stationary dynamical systems, On the law of the iterated logarithm for continued fractions with sequentially restricted partial quotients, Large deviations, moment estimates and almost sure invariance principles for skew products with mixing base maps and expanding-on-average fibers, Explicit conditions for the CLT and related results for non-uniformly partially expanding random dynamical systems via effective RPF rates, Simultaneous action of finitely many interval maps: some dynamical and statistical properties, Quenched and annealed equilibrium states for random Ruelle expanding maps and applications, An alternative to the coupling of Berkes-Liu-Wu for strong approximations, Rapid mixing for the Lorenz attractor and statistical limit laws for their time-1 maps, Limit theorems for Markov chains by the symmetrization method, Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\), On the Komlós, Major and Tusnády strong approximation for some classes of random iterates, Martingale-coboundary decomposition for families of dynamical systems, Equidistribution for nonuniformly expanding dynamical systems, and application to the almost sure invariance principle, Rates in almost sure invariance principle for dynamical systems with some hyperbolicity, Non-stationary almost sure invariance principle for hyperbolic systems with singularities, Sharp statistical properties for a family of multidimensional nonMarkovian nonconformal intermittent maps, Sharp polynomial bounds on decay of correlations for multidimensional nonuniformly hyperbolic systems and billiards, A compact LIL for martingales in \(2\)-smooth Banach spaces with applications, Study of almost everywhere convergence of series by mean of martingale methods, A vector-valued almost sure invariance principle for random expanding on average cocycles, Almost sure invariance principle for non-autonomous holomorphic dynamics in ℙ^{𝕜}, Rates in almost sure invariance principle for slowly mixing dynamical systems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Rates of convergence in the strong invariance principle under projective criteria
- Invariance principles for linear processes with application to isotonic regression
- Almost sure invariance principles via martingale approximation
- Strong approximation of partial sums under dependence conditions with application to dynamical systems
- Almost sure invariance principle for nonuniformly hyperbolic systems
- Moderate deviations for stationary sequences of bounded random variables
- An empirical central limit theorem for dependent sequences
- Almost sure invariance principle for dynamical systems by spectral methods
- A vector-valued almost sure invariance principle for hyperbolic dynamical systems
- Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables
- Ergodic properties of invariant measures for piecewise monotonic transformations
- Recurrence times and rates of mixing
- Almost sure invariance principles for mixing sequences of random variables
- Functional law of iterated logarithm for additive functionals of reversible Markov processes
- A new maximal inequality and invariance principle for stationary sequences
- Central limit theorems and invariance principles for time-one maps of hyperbolic flows
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
- Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
- Strong invariance principles for dependent random variables
- Méthode de martingales et flot géodésique sur une surface de courbure constante négative
- The almost sure invariance principle for unbounded functions of expanding maps
- POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES
- Bounded variation and invariant measures
- An approximation of partial sums of independent RV's, and the sample DF. II
- The approximation of partial sums of independent RV's
- On central limit and iterated logarithm supplements to the martingale convergence theorem
- A probabilistic approach to intermittency
- Decay of correlations, central limit theorems and approximation by Brownian motion for compact Lie group extensions
- On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales
- An invariance principle for the law of the iterated logarithm
- Central limit theorems for non-invertible measure preserving maps
- Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness
