Law of the iterated logarithm for stationary processes
From MaRDI portal
Publication:2468423
DOI10.1214/009117907000000079zbMath1130.60039arXivmath/0612747OpenAlexW3104202091MaRDI QIDQ2468423
Publication date: 22 January 2008
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0612747
Markov chainsmartingalesFourier seriesergodic theoremconditional central limit questionoperators on \(L^2\)
Related Items
The law of the iterated logarithm for random interval homeomorphisms ⋮ Invariance principle via orthomartingale approximation ⋮ Limit theorems for Markov chains by the symmetrization method ⋮ A quenched weak invariance principle ⋮ A distance-based test of independence between two multivariate time series ⋮ Asymptotic behavior of central order statistics from stationary processes ⋮ Generalized subsampling procedure for non-stationary time series ⋮ Quenched central limit theorems for sums of stationary processes ⋮ On martingale approximations and the quenched weak invariance principle ⋮ Almost sure invariance principles via martingale approximation ⋮ Strong approximation of partial sums under dependence conditions with application to dynamical systems ⋮ Estimation and inference of change points in high-dimensional factor models ⋮ The law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensity ⋮ Strong invariance principles for dependent random variables ⋮ On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance ⋮ Kolmogorov's law of the iterated logarithm for noncommutative martingales ⋮ On martingale approximations ⋮ Some optimal pointwise ergodic theorems with rate ⋮ Pointwise ergodic theorems with rate and application to the CLT for Markov chains ⋮ On the law of the iterated logarithm and strong invariance principles in stochastic geometry ⋮ POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES ⋮ The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations ⋮ The Strassen invariance principle for certain non-stationary Markov–Feller chains ⋮ Limits theorems for random walks on homeo\(( \mathrm{S}^1)\) ⋮ Quenched Invariance Principles via Martingale Approximation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Recent advances in invariance principles for stationary sequences
- Ergodic theorems. With a supplement by Antoine Brunel
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Functional limit theorems for dependent variables
- The law of the iterated logarithm over a stationary Gaussian sequence of random vectors
- Almost sure invariance principles for mixing sequences of random variables
- A new maximal inequality and invariance principle for stationary sequences
- Central limit theorems for additive functionals of Markov chains.
- The functional law of the iterated logarithm for stationary strongly mixing sequences
- On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
- Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
- The Hartman-Wintner Law of the Iterated Logarithm for Martingales
- On the Law of the Iterated Logarithm
- Limit theorems for sums of dependent random variables
- Fractional Poisson equations and ergodic theorems for fractional coboundaries
