Almost sure invariance principles for partial sums of weakly dependent random variables

Probabilistic theory: distribution modulo (1); metric theory of algorithms (11K99) Lacunary series of trigonometric and other functions; Riesz products (42A55) Strong limit theorems (60F15) Gaussian processes (60G15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited in

(only showing first 100 items - show all)

Strong approximation for a class of stationary processes
Analytic description of statistics of spectra of quantum graphs
Decay of correlations and invariance principles for dispersing billiards with cusps, and related planar billiard flows
Asymptotic results for the empirical process of stationary sequences
A vector-valued almost sure invariance principle for hyperbolic dynamical systems
Combinatorial methods in the study of marginal problems over separable spaces
Law of the iterated logarithm for \(\phi\)-mixing random variables
Asymptotic behaviour of a class of stochastic approximation procedures
A functional law of the iterated logarithm for associated sequences
A note on the almost sure approximation of weakly dependent random variables
Invariance principles under weak dependence
Strong approximations of renewal processes and their applications
Invariance principles under a two-part mixing assumption
Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\)
Diffusion approximations of some stochastic difference equations revisited
A new class of strongly consistent variance estimators for steady-state simulations
An analogue for harmonic functions of Kolmogorov's law of the iterated logarithm
An almost sure invariance principle for partial sums associated with a random field
Ergodic properties of invariant measures for piecewise monotonic transformations
Metric theorems related to the Kronecker-Weyl theorem mod m
Some limit theorems for random fields
A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN
The asymptotics of waiting times between stationary processes, allowing distortion
Almost sure invariance principles for mixing sequences of random variables
The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables
On recursive estimation for hidden Markov models
Strong approximation of lacunary series with random gaps
Martingale-coboundary decomposition for families of dynamical systems
Equidistribution for nonuniformly expanding dynamical systems, and application to the almost sure invariance principle
Statistical limit theorems for suspension flows
A strong invariance principle for associated random fields
New dependence coefficients. Examples and applications to statistics
An almost sure invariance principle for the range of random walks
Parabolic orbifolds and the dimension of the maximal measure for rational maps
Strong representation of an adaptive stochastic approximation procedure
Rank order statistics for time series models
A universal result in almost sure central limit theory.
Strong approximation for cross-covariances of linear variables with long-range dependence
Heavy-traffic extreme-value limits for queues
The foundational inequalities of D. L. Burkholder and some of their ramifications
Large entropy measures for endomorphisms of \(\mathbb{CP}^k\)
A strong invariance principle for nonconventional sums
Asymptotic behavior of weakly dependent aggregated processes
Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
Rates in almost sure invariance principle for dynamical systems with some hyperbolicity
Non-stationary almost sure invariance principle for hyperbolic systems with singularities
On the law of the iterated logarithm and strong invariance principles in stochastic geometry
On the pair correlations of powers of real numbers
The law of the iterated logarithm for the discrepancy of perturbed geometric progressions
Neyman's truncation test for two-sample means under high dimensional setting
Matrices -- compensating the loss of anschauung
An almost sure invariance principle for some classes of non-stationary mixing sequences
Statistical properties of type D dispersing billiards
Metric discrepancy results for geometric progressions perturbed by irrational rotations
Totally ergodic generalised matrix equilibrium states have the Bernoulli property
Quenched normal approximation for random sequences of transformations
Stability and limit theorems for sequences of uniformly hyperbolic dynamics
Law of iterated logarithm and invariance principle for one-parameter families of interval maps
The almost sure invariance principle for beta-mixing measures
Batch means and spectral variance estimators in Markov chain Monte Carlo
Entropy and \(\sigma\)-algebra equivalence of certain random walks on random sceneries
The compound Poisson distribution and return times in dynamical systems
A note on the finite-dimensional distributions of dispersing billiard processes
Upper large deviations bound for singular-hyperbolic attracting sets
A general correlation inequality and the almost sure local limit theorem for random sequences in the domain of attraction of a stable law
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
A vector-valued almost sure invariance principle for Sinai billiards with random scatterers
Strong invariance principles for dependent random variables
Obituary for Walter Philipp.
The law of the iterated logarithm for character ratios
A regularity condition and a limit theorem for Harris ergodic Markov chains
Almost sure versions of the Darling-Erdős theorem
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
Advanced statistical properties of dispersing billiards
On a stochastic approximation procedure based on averaging
Precise distribution properties of the van der Corput sequence and related sequences
Strong invariance principle for singular diffusions.
Combining multifractal additive and multiplicative chaos
Strong approximations of semimartingales by processes with independent increments
Strong diffusion approximation in averaging with dynamical systems fast motions
A vector-valued almost sure invariance principle for random expanding on average cocycles
Rates of convergence in the strong invariance principle for non-adapted sequences application to ergodic automorphisms of the torus
Statistical properties of Lorenz-like flows, recent developments and perspectives
Quality control for structural credit risk models
Critical Lil Behavior of the Trigonometric System
Almost sure invariance principle for non-autonomous holomorphic dynamics in P^k
Finitary codes and the law of the iterated logarithm
The Wasserstein distance and approximation theorems
Rates in almost sure invariance principle for slowly mixing dynamical systems
A Functional Central Limit Theorem in Diophantine Approximation
Asymptotic counting in conformal dynamical systems
Invariance principles for iterated maps that contract on average
On U-statistics and v. mise? statistics for weakly dependent processes
On the Central Limit Theorem for Dynamical Systems
An A.S. Invariance principle for lacunary seriesf(n k x)
A Strong Convergence Theorem for Stationary Gaussian Sequences in a Hilbert Space
On the approximation of lacunary series by Brownian motion
Probabilistic and Deterministic Averaging
Probabilistic behaviour of some lacunary series
Upper and lower classes for triangular arrays

This page was built for publication: Almost sure invariance principles for partial sums of weakly dependent random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4134627)