Almost sure invariance principles for partial sums of weakly dependent random variables
From MaRDI portal
Publication:4134627
Cited in
(only showing first 100 items - show all)- Analytic description of statistics of spectra of quantum graphs
- Combinatorial methods in the study of marginal problems over separable spaces
- Invariance principles under weak dependence
- Invariance principles for Gaussian sequences
- A Functional Central Limit Theorem in Diophantine Approximation
- Metric theorems related to the Kronecker-Weyl theorem mod m
- Strong representation of an adaptive stochastic approximation procedure
- The asymptotics of waiting times between stationary processes, allowing distortion
- Estimation of the limit variance for sums under a new weak dependence condition
- Limit theorems for sums of dependent random variables
- Almost sure invariance principle for non-autonomous holomorphic dynamics in \(\mathbb P^k\)
- Almost sure invariance principle for random piecewise expanding maps
- Invariance principle for the capacity and the cardinality of the range of stable random walks
- On Weak Convergence in Dynamical Systems to Self-Similar Processes with Spectral Representation
- The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables
- Almost sure versions of the Darling-Erdős theorem
- Rank order statistics for time series models
- Matrices -- compensating the loss of anschauung
- Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals
- An almost sure invariance principle for some classes of non-stationary mixing sequences
- Rates in almost sure invariance principle for slowly mixing dynamical systems
- Strong approximation of lacunary series with random gaps
- Almost sure invariance principle for sequential and non-stationary dynamical systems
- Inside singularity sets of random Gibbs measures
- Diffusive behavior of ergodic sums over rotations
- Almost sure invariance principles for lacunary trigonometric series
- Almost sure invariance principles when EX 1 2 =?
- A vector-valued almost sure invariance principle for random expanding on average cocycles
- Quenched invariance principles via martingale approximation
- A functional law of the iterated logarithm for associated sequences
- Limiting behavior of one-sample rank-order statistics for absolutely regular processes
- Strong approximation for cross-covariances of linear variables with long-range dependence
- CENTRAL LIMIT THEOREM FOR THE MODULUS OF CONTINUITY OF AVERAGES OF OBSERVABLES ON TRANSVERSAL FAMILIES OF PIECEWISE EXPANDING UNIMODAL MAPS
- Statistical properties of Lorenz-like flows, recent developments and perspectives
- Diffusion approximations of some stochastic difference equations revisited
- Upper and lower classes for triangular arrays
- Weak Gibbs measures: speed of convergence to entropy, topological and geometrical aspects
- A new class of strongly consistent variance estimators for steady-state simulations
- On the pair correlations of powers of real numbers
- An almost sure invariance principle for partial sums associated with a random field
- Diffusion approximations for the maximum of a perturbed random walk
- Probabilistic behaviour of some lacunary series
- Almost sure invariance principle for random dynamical systems via Gouëzel's approach
- Invariance principles for iterated maps that contract on average
- Precise distribution properties of the van der Corput sequence and related sequences
- An almost sure Invariance Principle for Hilbert Space Valued Martingales
- Invariance principles under a two-part mixing assumption
- Equidistribution for nonuniformly expanding dynamical systems, and application to the almost sure invariance principle
- Rates in almost sure invariance principle for quickly mixing dynamical systems
- On the approximation of lacunary series by Brownian motion
- Non-stationary almost sure invariance principle for hyperbolic systems with singularities
- Rates in almost sure invariance principle for dynamical systems with some hyperbolicity
- Martingale-coboundary decomposition for families of dynamical systems
- On a stochastic approximation procedure based on averaging
- Some limit theorems for random fields
- Rapid mixing for the Lorenz attractor and statistical limit laws for their time-1 maps
- Heavy-traffic extreme-value limits for queues
- Combining multifractal additive and multiplicative chaos
- Entropy and \(\sigma\)-algebra equivalence of certain random walks on random sceneries
- On the Central Limit Theorem for Dynamical Systems
- Markov Extensions, Zeta Functions, and Fredholm Theory for Piecewise Invertible Dynamical Systems
- Lil behavior for weakly dependent random variables in Banach spaces
- An A.S. Invariance principle for lacunary seriesf(n k x)
- Strong approximations of renewal processes and their applications
- The visits to zero of a random walk driven by an irrational rotation
- Stability and limit theorems for sequences of uniformly hyperbolic dynamics
- Bernoulli coding map and almost sure invariance principle for endomorphisms of \(\mathbb P^k\)
- Gaussian approximation of mixing random fields
- New dependence coefficients. Examples and applications to statistics
- An almost sure invariance principle for the range of random walks
- On the rates in the central limit theorem for weakly dependent random fields
- On the lower limits of maxima and minima of wiener process and partial sums
- Strong invariance principles for dependent random variables
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations
- Almost sure invariance principle for dynamical systems by spectral methods
- Hypermeander of spirals: local bifurcations and statistical properties
- Asymptotic properties of hybrid random processes modulated by Markov chains
- A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN
- A note on the almost sure approximation of weakly dependent random variables
- Asymptotic counting in conformal dynamical systems
- Almost sure invariance principles for mixing sequences of random variables
- Large entropy measures for endomorphisms of \(\mathbb{CP}^k\)
- On the asymptotic behaviour of ?f(nkx)
- On the asymptotic behaviour of ?f(nkx)
- Limit theorems for sums of weakly dependent Banach space valued random variables
- The compound Poisson distribution and return times in dynamical systems
- A note on the almost sure central limit theorem
- A strong invariance principle for associated sequences
- Limit theorems for random transformations and processes in random environments
- An analogue for harmonic functions of Kolmogorov's law of the iterated logarithm
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules
- On the central limit theorem for \(f(n_{k}x)\)
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
- The Wasserstein distance and approximation theorems
- On the estimation of the large deviations spectrum
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\)
- Almost sure invariance principle for nonuniformly hyperbolic systems
- Law of the iterated logarithm for \(\phi\)-mixing random variables
- Law of iterated logarithm and invariance principle for one-parameter families of interval maps
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)