An approximation of partial sums of independent RV's, and the sample DF. II
From MaRDI portal
Publication:4064793
DOI10.1007/BF00532688zbMath0307.60045OpenAlexW2086891822MaRDI QIDQ4064793
Péter Major, János Komlós, Gábor Tusnády
Publication date: 1976
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00532688
Sums of independent random variables; random walks (60G50) Convergence of probability measures (60B10)
Related Items
Stochastic random walk summability, Unit root log periodogram regression, Exact convergence rates in strong approximation laws for large increments of partial sums, A useful estimate in the multidimensional invariance principle, Strong approximations of k-th records and k-th record times by Wiener processes, Rate of convergence of transport processes with an application to stochastic differential equations, On the optimality of strong approximation rates for compound renewal processes, Scaling limit of the loop-erased random walk Green's function, Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle, Between local and global logarithmic averages, Asymptotic properties of linear functions of order statistics, A new class of strongly consistent variance estimators for steady-state simulations, The disconnection exponent for simple random walk, Rate of convergence for the invariance principle, Inference in a model with at most one slope-change point, On Vervaat and Vervaat-error-type processes for partial sums and renewals, Localization transition for a polymer near an interface, Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic, Strassen-type invariance principles for exchangeable sequences, Invariance principles for renewal processes when only moments of low order exist, Optimality regions and fluctuations for Bernoulli last passage models, Test by adaptive Lasso quantile method for real-time detection of a change-point, Extensions of results of Komlós, Major, and Tusnády to the multivariate case, Approximations of weighted empirical and quantile processes, Patterns in Sinai's walk, Strong approximation theorems for geometrically weighted random series and their applications, Strong laws for local quantile processes, On the asymptotic normality of estimates in the nearly non-stationary AR(1) models, The weak coupling limit of disordered copolymer models, A simple bootstrap method for constructing nonparametric confidence bands for functions, On the polygon generated by \(n\) random points on a circle, Sharp estimate on the supremum of a class of sums of small i.i.d. random variables, Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction, Dynamical attraction to stable processes, On the reaction time of moving sum detectors, A general estimate in the invariance principle, Change-point analysis in increasing dimension, Strong approximation of empirical Kac processes, A general asymptotic scheme for inference under order restrictions, Non-uniform spacings processes, Some more results on increments of the partially observed empirical process., Split invariance principles for stationary processes, Spacings-ratio empirical processes, Strong approximation of partial sums under dependence conditions with application to dynamical systems, Rate of convergence in limit theorems for Brownian excursions, Normal approximation in regression, Strong approximations for priority queues; head-to-the-line-first discipline, On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist, The cumulative quantile regression function with censored and truncated response, Tree based diagnostic procedures following a smooth test of goodness-of-fit, On the hybrids of \(k\)-spacing empirical and partial sum processes, Theorems of large deviations in the multivariate invariance principle, Rényi-type empirical processes, Some asymptotic results on density estimators by wavelet projections, Application of moderate deviation techniques to prove Sinai theorem on RWRE, Scaling limits and generic bounds for exploration processes, On the increments of Wiener process -- a look through subsequences, On a weighted embedding for pontograms, Nearly root-\(n\) approximation for regression quantile processes, On the maximum of covariance estimators, Change in autoregressive processes, Bootstrap confidence intervals for multiple change points based on moving sum procedures, Two-stage data segmentation permitting multiscale change points, heavy tails and dependence, Simultaneous nonparametric inference of time series, On best possible approximations of local time, An alternative to the coupling of Berkes-Liu-Wu for strong approximations, Error estimates for binomial approximations of game options, Strong approximation for a class of stationary processes, Monitoring parameter change in AR\((p)\) time series models, A strong uniform approximation of fractional Brownian motion by means of transport processes, Large Sample Properties of Partitioning-Based Series Estimators, Collision probability for random trajectories in two dimensions, On the invariance principle for sums of independent identically distributed random variables, Testing for changes in the covariance structure of linear processes, Monitoring risk in a ruin model perturbed by diffusion, The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability, On the best approximation for bootstrapped empirical processes, Approximation of the Hill estimator process, Exact rates of convergence of functional limit theorems for Csörgő-Révész increments of a Wiener process., Approximations for hybrids of empirical and partial sums processes, Sequential change-point detection with likelihood ratios, A mating-of-trees approach for graph distances in random planar maps, Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments), On weighted approximations in \(D[0,1\) with applications to self-normalized partial sum processes], Limit theorems for kernel-type estimators for the time of change, Limit theorems for a class of tests of gradual changes, Random fractals generated by oscillations of the uniform empirical process, Strong approximation of renewal processes, Convergence of weighted partial sums when the limiting distribution is not necessarily Radon, Strong approximation of certain stopped sums, Asymptotic behaviour of a class of stochastic approximation procedures, On Lipschitz dependence in systems with differentiated inputs, Almost sure invariance principles for mixing sequences of random variables, Rates of convergence for U-statistic processes and their bootstrapped versions, Approximation for Abel sums of independent, identically distributed random variables, Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions, The Chibisov-O'Reilly theorem for empirical processes under contiguous measures, Asymptotic properties of nonparametric curve estimates, On strong invariance for local time of partial sums, Limit theorems for change in linear regression, Strong approximation of quantile processes by iterated Kiefer processes., Strong approximations for weighted bootstrap of empirical and quantile processes with applications, Strong approximation of spatial random walk in random scenery., Rates of convergence in the functional CLT for multidimensional continuous time martingales., Strong approximation of fractional Brownian motion by moving averages of simple random walks., \(L_ p\)-approximations of weighted partial sum processes, Strong approximation for RCA(1) time series with applications, Approximations for the maximum of a vector-valued stochastic process with drift, The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling, Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression, Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors, A strong invariance principle for the logarithmic average of sample maxima., Monitoring changes in linear models, On sequential detection of parameter changes in linear regression, Strong approximation of the number of renewal paced record times, Batch means and spectral variance estimators in Markov chain Monte Carlo, Strong Gaussian approximation for cumulative processes, Asymptotics for directed random walks in random environments, Simultaneous time and chance discretization for stochastic differential equations, Weight functions and pathwise local central limit theorems, A Chung type law of the iterated logarithm for subsequences of a Wiener process, Global Strassen-type theorems for iterated Brownian motions, On Wieand's theorem, Real-time detection of a change-point in a linear expectile model, KMT coupling for random walk bridges, An improvement of Tusnády's inequality in the bulk, Non-normal limiting distribution for optimal alignment scores of strings in binary alphabets, Oracally efficient estimation for dense functional data with holiday effects, Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes, Non parametric estimation for random walks in random environment, On the rate of approximation in finite-alphabet longest increasing subsequence problems, Sequential testing for structural stability in approximate factor models, The cumulative quantile regression function with censored and truncated covariate, Strong approximation for \(\rho \)-mixing sequences, Robust estimation in inverse problems via quantile coupling, On the maximum likelihood estimation of extreme value index based on \(k\)-record values, A strong invariance principle for nonconventional sums, Larry Brown's contributions to parametric inference, decision theory and foundations: a survey, Energy of taut strings accompanying a Wiener process and random walk in a band of variable width, Spatial tightness at the edge of Gibbsian line ensembles, Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences, On the rate of convergence of loop-erased random walk to \(\mathrm{SLE}_{2}\), Localization for a random walk in slowly decreasing random potential, GARCH quasi-likelihood ratios for SV model and the diffusion limit, Green functions for killed random walks in the Weyl chamber of \(\mathrm{Sp}(4)\), Anomalous diffusion of random walk on random planar maps, On the Performance of the Fluctuation Test for Structural Change, Quantile coupling inequalities and their applications, On the cumulative quantile regression process, Simultaneous quantile inference for non-stationary long-memory time series, Komlós-Major-Tusnády approximation under dependence, Real time change-point detection in a nonlinear quantile model, On functional limit theorems for the cumulative times in alternating renewal processes, A new strong invariance principle for sums of independent random vectors, Random matrix central limit theorems for nonintersecting random walks, Random walk in changing environment, Strong invariance principles for dependent random variables, Rates in almost sure invariance principle for slowly mixing dynamical systems, Strong approximations of quadratic sums of uniform spacings, Limit theorems for permutations of empirical processes with applications to change point analysis, On the Komlós, Major and Tusnády strong approximation for some classes of random iterates, The fractal dimension of Liouville quantum gravity: universality, monotonicity, and bounds, Parking with density, Some limit results for lag sums of independent, non-i.i.d., random variables, Confidence bands for ROC curves, Attributing a probability to the shape of a probability density, Bump hunting with non-Gaussian kernels, Nonparametric methods of inference for finite-state, inhomogeneous Markov processes, Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes, Delay time in sequential detection of change, Validity of heavy traffic steady-state approximations in generalized Jackson networks, Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests, Testing for parameter stability in \(RCA(1)\) time series, Transition probabilities for infinite two-sided loop-erased random walks, Change-point inference on volatility in noisy Itô semimartingales, On the accuracy of Kingman's heavy traffic approximation in the theory of queues, Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables, Approximation of epidemic models by diffusion processes and their statistical inference, Quantitative homogenization of the parabolic and elliptic Green's functions on percolation clusters, Random walk on random planar maps: spectral dimension, resistance and displacement, The Tutte embedding of the mated-CRT map converges to Liouville quantum gravity, On the law of the iterated logarithm and strong invariance principles in stochastic geometry, Rates of convergence for the planar discrete Green's function in pacman domains, Monitoring for a change point in a sequence of distributions, CONVERGENCE SPEED OF GARCH OPTION PRICE TO DIFFUSION OPTION PRICE, Kolmogorov complexity and strong approximation of Brownian motion, Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series, Darling-Erdős theorems for martingales, Harmonic functions on mated-CRT maps, Rates of Convergence in the Strong Invariance Principle for Non-adapted Sequences Application to Ergodic Automorphisms of the Torus, Small ball probabilities for a centered Poisson process of high intensity, Testing for monotonicity of a regression mean by calibrating for linear functions., Optimal stopping and strong approximation theorems†, TheL1theory of estimation of monotone and unimodal densities, Nonparametric predictive regression, On the use of estimating functions in monitoring time series for change points, Strong invariance principles with rate for ``reverse martingale differences and applications, The accuracy of strong Gaussian approximation for sums of independent random vectors, Strong approximation theorems for sums of random variables when extreme terms are excluded, A law of iterated logarithm for the wavelet transforms of i.i.d. random variables., Strong Approximations For It-Records And Records In TheFα-Scheme-A Duality, Random polynomials having few or no real zeros, Applications of permutations to the simulations of critical values, A Discrete Analogue of a Theorem of Makarov, KMT‐type inequalities and goodness‐of‐fit tests, On the rate of convergence in the invariance principle for weakly dependent random variables, Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales, Scaling limit of stretched Brownian chains, A random walk through Canadian contributions on empirical processes and their applications in probability and statistics, On the persistent homology of almost surely \(C^0\) stochastic processes, On the geometry of uniform meandric systems, Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process, Invariance principles for logarithmic averages, Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime, Convergence Rates to the Arcsine Law, Stein's method, smoothing and functional approximation, A heavy-traffic perspective on departure process variability, Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling, Bounds on the running maximum of a random walk with small drift, EXTREME VALUE ANALYSIS WITHOUT THE LARGEST VALUES: WHAT CAN BE DONE?, Sensitivity Analysis of Quasi-Stationary Distributions (QSDs) of Mass-Action Systems, Strong invariance principles for ergodic Markov processes, Uniform confidence band for optimal transport map on one-dimensional data, Editor’s special invited paper: On the efficient score vector in sequential monitoring, Optimal Gaussian Approximation For Multiple Time Series, Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations, The approximation of partial sums of independent RV's, Approximation of partial sums of i.i.d.r.v.s when the summands have only two moments, Strong approximation for set-indexed partial sum processes via KMT constructions III, Rates in the strong invariance principle for ergodic automorphisms of the torus, Testing for changes in the mean or variance of a stochastic process under weak invariance, On the discrepancy of jittered sampling, Strassen type limit points for moving averages of a wiener process, Approximation for bootstrapped empirical processes, Weighted Logrank Statistics in Sequential Tests, Rates in almost sure invariance principle for quickly mixing dynamical systems, ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS, Some asymptotic results for the integrated empirical process with applications to statistical tests, Unnamed Item, [https://portal.mardi4nfdi.de/wiki/Publication:3914144 A unification of Strassen's law and L�vy's modulus of continuity], Unnamed Item, Energy of taut strings accompanying random walk, Arcsine laws for random walks generated from random permutations with applications to genomics, An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law, The complete characterization of the upper and lower class of the record and inter-record times of an I.I.D. sequence, On a Minimum Distance Procedure for Threshold Selection in Tail Analysis, Some results on increments of the partially observed empirical process, Асимптотика распределения времени пребывания случайного блуждания в области умеренно больших уклонений
Cites Work
