Strong approximations for nonconventional sums and almost sure limit theorems

DOI10.1016/J.SPA.2013.02.009MaRDI QIDQ2444641zbMATH OpenOpenAlexFDO

Authors Yuri Kifer

Publication date 10 April 2014

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2013.02.009

zbMATH Keywords

dynamical systemsmixingalmost sure central limit theoremmartingale approximationstrong approximations

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Uniformly hyperbolic systems (expanding, Anosov, Axiom A, etc.) (37D20)

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Cites work

• scientific article; zbMATH DE number 4168983 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
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• An almost everywhere central limit theorem
• An almost sure Invariance Principle for Hilbert Space Valued Martingales
• Equilibrium states and the ergodic theory of Anosov diffeomorphisms
• Introduction to strong mixing conditions. Vol. 3.
• Large deviations from the almost everywhere central limit theorem
• Mixing Properties and Central Limit Theorem for a Class of Non-Identical Piecewise Monotonic C ² - Transformations
• Nonconventional limit theorems in discrete and continuous time via martingales
• On Strassen's version of the law of the iterated logarithm for Gaussian processes
• Skorohod embedding of multivariate RV's, and the sample DF
• Strong approximations of martingale vectors and their applications in Markov-chain adaptive designs
• The Problem of Embedding Vector-Valued Martingales in a Gaussian Process
• The principle of large deviations for almost everywhere central limit theorem

Cited in

(9)

• On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
• Berry-Esseen type estimates for nonconventional sums
• Strong limit theorems on truncated sums
• Stein's method for nonconventional sums
• A nonconventional strong law of large numbers and fractal dimensions of some multiple recurrence sets
• A local limit theorem for a number of multiple recurrences generated by some mixing processes with applications to Young towers
• Nonconventional moderate deviations theorems and exponential concentration inequalities
• A strong invariance principle for nonconventional sums
• Large deviation principle of multiplicative Ising models on Markov-Cayley trees

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