Almost sure invariance principles for partial sums of weakly dependent random variables
From MaRDI portal
Publication:4134627
DOI10.1090/memo/0161zbMath0361.60007OpenAlexW1983031115MaRDI QIDQ4134627
Publication date: 1975
Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/memo/0161
Gaussian processes (60G15) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Lacunary series of trigonometric and other functions; Riesz products (42A55) Probabilistic theory: distribution modulo (1); metric theory of algorithms (11K99)
Related Items
Limit theorems for sums of weakly dependent Banach space valued random variables ⋮ Almost sure invariance principle for non-autonomous holomorphic dynamics in ℙ^{𝕜} ⋮ A Functional Central Limit Theorem in Diophantine Approximation ⋮ Strong approximations of semimartingales by processes with independent increments ⋮ Almost sure invariance principle for random piecewise expanding maps ⋮ Statistical Properties of Lorenz-like Flows, Recent Developments and Perspectives ⋮ Finitary codes and the law of the iterated logarithm ⋮ Markov Extensions, Zeta Functions, and Fredholm Theory for Piecewise Invertible Dynamical Systems ⋮ An almost sure Invariance Principle for Hilbert Space Valued Martingales ⋮ A Strong Convergence Theorem for Stationary Gaussian Sequences in a Hilbert Space ⋮ The Wasserstein distance and approximation theorems ⋮ Superpolynomial and polynomial mixing for semiflows and flows ⋮ Almost sure invariance principle for sequential and non-stationary dynamical systems ⋮ Strong diffusion approximation in averaging with dynamical systems fast motions ⋮ A vector-valued almost sure invariance principle for random expanding on average cocycles ⋮ Large deviations, moment estimates and almost sure invariance principles for skew products with mixing base maps and expanding-on-average fibers ⋮ Encounters with Martingales in Statistics and Stochastic Optimization ⋮ Simultaneous action of finitely many interval maps: some dynamical and statistical properties ⋮ Strong invariance principles for triangular arrays of weakly dependent random variables ⋮ Rates of mixing for the measure of maximal entropy of dispersing billiard maps ⋮ Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays ⋮ Weak Gibbs measures: speed of convergence to entropy, topological and geometrical aspects ⋮ Invariance principle for the capacity and the cardinality of the range of stable random walks ⋮ Robust exponential mixing and convergence to equilibrium for singular-hyperbolic attracting sets ⋮ Classical and almost sure local limit theorems ⋮ Probabilistic and Deterministic Averaging ⋮ Limiting behavior of U-statistics for stationary, absolutely regular processes ⋮ Diffusive behavior of ergodic sums over rotations ⋮ Some remarks on a probability limit theorem for continued fractions ⋮ Central limit theorem for generalized Weierstrass functions ⋮ Diffusion approximations for the maximum of a perturbed random walk ⋮ Critical Lil Behavior of the Trigonometric System ⋮ Estimation of the limit variance for sums under a new weak dependence condition ⋮ On the central limit theorem for lacunary trigonometric series ⋮ Rates in almost sure invariance principle for slowly mixing dynamical systems ⋮ CENTRAL LIMIT THEOREM FOR THE MODULUS OF CONTINUITY OF AVERAGES OF OBSERVABLES ON TRANSVERSAL FAMILIES OF PIECEWISE EXPANDING UNIMODAL MAPS ⋮ On the path properties of a lacunary power series ⋮ Limit theorems for random transformations and processes in random environments ⋮ On Weak Convergence in Dynamical Systems to Self-Similar Processes with Spectral Representation ⋮ Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals ⋮ Almost sure invariance principles for lacunary trigonometric series ⋮ Hypermeander of spirals: local bifurcations and statistical properties ⋮ The Law of Iterated Logarithm and Equilibrium Measures Versus Hausdorff Measures for Dynamically Semi-regular Meromorphic Functions ⋮ Limiting behavior of one-sample rank-order statistics for absolutely regular processes ⋮ On the lower limits of maxima and minima of wiener process and partial sums ⋮ Gibbs states on the symbolic space over an infinite alphabet ⋮ An A.S. Invariance principle for lacunary seriesf(n k x) ⋮ Delayed averages of mixing sequences ⋮ Almost sure invariance principles when EX 1 2 =? ⋮ Rates in almost sure invariance principle for quickly mixing dynamical systems ⋮ On the Central Limit Theorem for Dynamical Systems ⋮ Limit theorems for partially hyperbolic systems ⋮ Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting ⋮ Asymptotic Counting in Conformal Dynamical Systems ⋮ Approximation of sums of random variables with multiindexes ⋮ On the asymptotic behaviour of ?f(nkx) ⋮ On the asymptotic behaviour of ?f(nkx) ⋮ Invariance principles for Gaussian sequences ⋮ Rates of Convergence in the Strong Invariance Principle for Non-adapted Sequences Application to Ergodic Automorphisms of the Torus ⋮ On a stochastic approximation procedure based on averaging ⋮ Limit theorems for sums of dependent random variables ⋮ Limit theorems for sums of dependent random variables ⋮ Invariance principles for iterated maps that contract on average ⋮ On the approximation of lacunary series by Brownian motion ⋮ On the rates in the central limit theorem for weakly dependent random fields ⋮ Precise distribution properties of the van der Corput sequence and related sequences ⋮ On U-statistics and v. mise? statistics for weakly dependent processes ⋮ Probabilistic behaviour of some lacunary series ⋮ Strong invariance principle for singular diffusions. ⋮ Combining multifractal additive and multiplicative chaos ⋮ Upper and lower classes for triangular arrays ⋮ Almost sure invariance principle for random dynamical systems via Gouëzel's approach ⋮ Almost Sure Invariance Principle for Random Distance Expanding Maps with a Nonuniform Decay of Correlations ⋮ Statistical Properties of the Rauzy-Veech-Zorich Map ⋮ Quenched Invariance Principles via Martingale Approximation ⋮ Almost sure invariance principle for nonuniformly hyperbolic systems ⋮ 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 ⋮ Quality control for structural credit risk models ⋮ A universal result in almost sure central limit theory. ⋮ Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\) ⋮ On the central limit theorem for \(f(n_{k}x)\) ⋮ Bernoulli coding map and almost sure invariance principle for endomorphisms of \(\mathbb P^k\) ⋮ Batch means and spectral variance estimators in Markov chain Monte Carlo ⋮ Entropy and \(\sigma\)-algebra equivalence of certain random walks on random sceneries ⋮ Strong approximation of lacunary series with random gaps ⋮ The compound Poisson distribution and return times in dynamical systems ⋮ Diffusion approximations of some stochastic difference equations revisited ⋮ A new class of strongly consistent variance estimators for steady-state simulations ⋮ Strong approximation for cross-covariances of linear variables with long-range dependence ⋮ An analogue for harmonic functions of Kolmogorov's law of the iterated logarithm ⋮ Statistical properties of type D dispersing billiards ⋮ Heavy-traffic extreme-value limits for queues ⋮ On recursive estimation for hidden Markov models ⋮ A note on the finite-dimensional distributions of dispersing billiard processes ⋮ The foundational inequalities of D. L. Burkholder and some of their ramifications ⋮ Upper large deviations bound for singular-hyperbolic attracting sets ⋮ Large entropy measures for endomorphisms of \(\mathbb{CP}^k\) ⋮ A strong invariance principle for nonconventional sums ⋮ From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules ⋮ Lil behavior for weakly dependent random variables in Banach spaces ⋮ Asymptotic properties of hybrid random processes modulated by Markov chains ⋮ An almost sure invariance principle for partial sums associated with a random field ⋮ Asymptotic behavior of weakly dependent aggregated processes ⋮ Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations ⋮ Metric discrepancy results for geometric progressions perturbed by irrational rotations ⋮ An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables ⋮ 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 ⋮ Ergodic properties of invariant measures for piecewise monotonic transformations ⋮ Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains ⋮ On the estimation of the large deviations spectrum ⋮ Psychometrics: from practice to theory and back. 15 years of nonparametric multidimensional IRT, DIF/test equity, and skills diagnostic assessment ⋮ Quantitative uniform distribution results for geometric progressions ⋮ Metric discrepancy results for subsequences of \(\{\theta^k x\}\) ⋮ A general LIL for \(B\)-valued geometrically weighted series under dependent assumption ⋮ Totally ergodic generalised matrix equilibrium states have the Bernoulli property ⋮ Strong invariance principles for dependent random variables ⋮ The visits to zero of a random walk driven by an irrational rotation ⋮ A strong invariance principle for associated sequences ⋮ Martingale-coboundary decomposition for families of dynamical systems ⋮ Rates in almost sure invariance principle for dynamical systems with some hyperbolicity ⋮ Non-stationary almost sure invariance principle for hyperbolic systems with singularities ⋮ Equidistribution for nonuniformly expanding dynamical systems, and application to the almost sure invariance principle ⋮ Temporal distributional limit theorems for dynamical systems ⋮ 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 ⋮ Weakly dependent functional data ⋮ Statistical limit theorems for suspension flows ⋮ 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 ⋮ A strong invariance principle for associated random fields ⋮ Metric theorems related to the Kronecker-Weyl theorem mod m ⋮ New dependence coefficients. Examples and applications to statistics ⋮ A general strong approximation theorem for dependent \(\mathbb R^d\)-valued random vectors ⋮ Almost sure invariance principle for dynamical systems by spectral methods ⋮ A note on the almost sure central limit theorem ⋮ Almost sure local limit theorem for the Dickman distribution ⋮ Strong approximation for a class of stationary processes ⋮ Analytic description of statistics of spectra of quantum graphs ⋮ Some limit theorems for random fields ⋮ 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 ⋮ Decay of correlations and invariance principles for dispersing billiards with cusps, and related planar billiard flows ⋮ An almost sure invariance principle for the range of random walks ⋮ Rapid mixing for the Lorenz attractor and statistical limit laws for their time-1 maps ⋮ Quenched normal approximation for random sequences of transformations ⋮ Asymptotic results for the empirical process of stationary sequences ⋮ Parabolic orbifolds and the dimension of the maximal measure for rational maps ⋮ A vector-valued almost sure invariance principle for hyperbolic dynamical systems ⋮ Strong representation of an adaptive stochastic approximation procedure ⋮ Rank order statistics for time series models ⋮ Neyman's truncation test for two-sample means under high dimensional setting ⋮ Stability and limit theorems for sequences of uniformly hyperbolic dynamics ⋮ A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN ⋮ Combinatorial methods in the study of marginal problems over separable spaces ⋮ The asymptotics of waiting times between stationary processes, allowing distortion ⋮ Gaussian approximation of mixing random fields ⋮ Strong approximation of renewal processes ⋮ Law of the iterated logarithm for \(\phi\)-mixing random variables ⋮ Matrices -- compensating the loss of anschauung ⋮ Asymptotic behaviour of a class of stochastic approximation procedures ⋮ Almost sure invariance principles for mixing sequences of random variables ⋮ An almost sure invariance principle for some classes of non-stationary mixing sequences ⋮ A functional law of the iterated logarithm for associated sequences ⋮ Law of iterated logarithm and invariance principle for one-parameter families of interval maps ⋮ The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables ⋮ The almost sure invariance principle for beta-mixing measures ⋮ Inside singularity sets of random Gibbs measures
