A nonadapted version of the invariance principle of Peligrad and Utev

DOI10.1016/j.crma.2007.05.024zbMath1120.60030MaRDI QIDQ2643120

Dalibor Volný

Publication date: 23 August 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2007.05.024

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60F17: Functional limit theorems; invariance principles

Related Items

Invariance principle via orthomartingale approximation, Quenched Invariance Principles via Martingale Approximation, Almost sure invariance principles via martingale approximation, Moderate deviations for stationary sequences of Hilbert-valued bounded random variables, Hölderian weak invariance principle under the Maxwell and Woodroofe condition, On the exactness of the Wu-Woodroofe approximation, Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas, Limit theorems and inequalities via martingale methods

Cites Work

• A new maximal inequality and invariance principle for stationary sequences
• Central limit theorems for additive functionals of Markov chains.
• An invariance principle for non-adapted processes
• Martingale approximation of non adapted stochastic processes with nonlinear growth of variance
• A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
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