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

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

Cited In (only showing first 100 items - show all)

Rates in almost sure invariance principle for slowly mixing dynamical systems
On the pair correlations of powers of real numbers
Invariance principles under a two-part mixing assumption
Estimation of the limit variance for sums under a new weak dependence condition
Almost sure invariance principle for random piecewise expanding maps
Almost sure versions of the Darling-Erdős theorem
Matrices -- compensating the loss of anschauung
On Weak Convergence in Dynamical Systems to Self-Similar Processes with Spectral Representation
CENTRAL LIMIT THEOREM FOR THE MODULUS OF CONTINUITY OF AVERAGES OF OBSERVABLES ON TRANSVERSAL FAMILIES OF PIECEWISE EXPANDING UNIMODAL MAPS
Equidistribution for nonuniformly expanding dynamical systems, and application to the almost sure invariance principle
Diffusion approximations for the maximum of a perturbed random walk
On a stochastic approximation procedure based on averaging
Almost sure invariance principle for random dynamical systems via Gouëzel's approach
Rates in almost sure invariance principle for quickly mixing dynamical systems
An almost sure Invariance Principle for Hilbert Space Valued Martingales
Analytic description of statistics of spectra of quantum graphs
The asymptotics of waiting times between stationary processes, allowing distortion
A functional law of the iterated logarithm for associated sequences
Weak Gibbs measures: speed of convergence to entropy, topological and geometrical aspects
An almost sure invariance principle for partial sums associated with a random field
Invariance principle for the capacity and the cardinality of the range of stable random walks
Strong approximation of lacunary series with random gaps
Invariance principles for iterated maps that contract on average
Invariance principles for Gaussian sequences
The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables
Strong approximation for cross-covariances of linear variables with long-range dependence
Limiting behavior of one-sample rank-order statistics for absolutely regular processes
On the approximation of lacunary series by Brownian motion
Almost sure invariance principles when EX 1 2 =?
A new class of strongly consistent variance estimators for steady-state simulations
Almost sure invariance principle for sequential and non-stationary dynamical systems
Almost sure invariance principle for non-autonomous holomorphic dynamics in \(\mathbb P^k\)
Precise distribution properties of the van der Corput sequence and related sequences
Non-stationary almost sure invariance principle for hyperbolic systems with singularities
Rates in almost sure invariance principle for dynamical systems with some hyperbolicity
Combinatorial methods in the study of marginal problems over separable spaces
Rank order statistics for time series models
Upper and lower classes for triangular arrays
Limit theorems for sums of dependent random variables
A vector-valued almost sure invariance principle for random expanding on average cocycles
A Functional Central Limit Theorem in Diophantine Approximation
Diffusive behavior of ergodic sums over rotations
Martingale-coboundary decomposition for families of dynamical systems
An almost sure invariance principle for some classes of non-stationary mixing sequences
Almost sure invariance principles for lacunary trigonometric series
Inside singularity sets of random Gibbs measures
Statistical properties of Lorenz-like flows, recent developments and perspectives
Diffusion approximations of some stochastic difference equations revisited
Invariance principles under weak dependence
Metric theorems related to the Kronecker-Weyl theorem mod m
Strong representation of an adaptive stochastic approximation procedure
Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals
Quenched invariance principles via martingale approximation
Probabilistic behaviour of some lacunary series
Strong invariance principle for singular diffusions.
On coupling lemma and stochastic properties with unbounded observables for 1-d expanding maps
Rates of mixing for the measure of maximal entropy of dispersing billiard maps
Almost Sure Invariance Principle for Random Distance Expanding Maps with a Nonuniform Decay of Correlations
Upper large deviations bound for singular-hyperbolic attracting sets
Equilibrium states of endomorphisms of \(\mathbb{P}^{k}\): spectral stability and limit theorems
Totally ergodic generalised matrix equilibrium states have the Bernoulli property
A note on the finite-dimensional distributions of dispersing billiard processes
The law of iterated logarithm and equilibrium measures versus Hausdorff measures for dynamically semi-regular meromorphic functions
Multivariate strong invariance principles in Markov chain Monte Carlo
The almost sure invariance principle for beta-mixing measures
Robust exponential mixing and convergence to equilibrium for singular-hyperbolic attracting sets
Statistical properties of the Rauzy-Veech-Zorich map
Rates in almost sure invariance principle for nonuniformly hyperbolic maps
Obituary for Walter Philipp.
The law of the iterated logarithm for character ratios
Rates of convergence in the strong invariance principle for non-adapted sequences application to ergodic automorphisms of the torus
Critical Lil Behavior of the Trigonometric System
Classical and almost sure local limit theorems
On the law of the iterated logarithm and strong invariance principles in stochastic geometry
The law of the iterated logarithm for the discrepancy of perturbed geometric progressions
Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
Limit theorems for sums of dependent random variables
Central limit theorem for generalized Weierstrass functions
A Strong Convergence Theorem for Stationary Gaussian Sequences in a Hilbert Space
Strong invariance principles for triangular arrays of weakly dependent random variables
Delayed averages of mixing sequences
Strong diffusion approximation in averaging with dynamical systems fast motions
Large deviations, moment estimates and almost sure invariance principles for skew products with mixing base maps and expanding-on-average fibers
Asymptotic behavior of weakly dependent aggregated processes
Encounters with Martingales in Statistics and Stochastic Optimization
Detecting changes in the second moment structure of high-dimensional sensor-type data in a \(K\)-sample setting
Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
Approximation of sums of random variables with multiindexes
Quenched normal approximation for random sequences of transformations
On the path properties of a lacunary power series
Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
Neyman's truncation test for two-sample means under high dimensional setting
Superpolynomial and polynomial mixing for semiflows and flows
Finitary codes and the law of the iterated logarithm
Simultaneous action of finitely many interval maps: some dynamical and statistical properties
On the lower limits of maxima and minima of wiener process and partial sums
A note on the almost sure approximation of weakly dependent random variables
Some remarks on a probability limit theorem for continued fractions
Combining multifractal additive and multiplicative chaos
On the rates in the central limit theorem for weakly dependent random fields

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)