Almost sure invariance principles for partial sums of weakly dependent random variables
DOI10.1090/MEMO/0161zbMATH Open0361.60007OpenAlexW1983031115MaRDI QIDQ4134627FDOQ4134627
Authors: Walter Philipp, William Stout
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) 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)
- 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
- Almost sure invariance principle for nonuniformly hyperbolic systems
- Asymptotic properties of hybrid random processes modulated by Markov chains
- Asymptotic behaviour of a class of stochastic approximation procedures
- Hypermeander of spirals: local bifurcations and statistical properties
- Almost sure invariance principles for mixing sequences of random variables
- A note on the almost sure central limit theorem
- From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules
- The Wasserstein distance and approximation theorems
- Strong approximation for a class of stationary processes
- A strong invariance principle for nonconventional sums
- Ergodic properties of invariant measures for piecewise monotonic transformations
- 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
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\)
- Advanced statistical properties of dispersing billiards
- Limit theorems for sums of weakly dependent Banach space valued random variables
- An A.S. Invariance principle for lacunary seriesf(n k x)
- Almost sure invariance principle for dynamical systems by spectral methods
- A regularity condition and a limit theorem for Harris ergodic Markov chains
- A general strong approximation theorem for dependent \(\mathbb R^d\)-valued random vectors
- Almost sure local limit theorem for the Dickman distribution
- Quality control for structural credit risk models
- Gaussian approximation of mixing random fields
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- Metric discrepancy results for subsequences of \(\{\theta^k x\}\)
- On the asymptotic behaviour of ?f(nkx)
- On the asymptotic behaviour of ?f(nkx)
- Gibbs states on the symbolic space over an infinite alphabet
- On recursive estimation for hidden Markov models
- Metric discrepancy results for geometric progressions perturbed by irrational rotations
- Law of iterated logarithm and invariance principle for one-parameter families of interval maps
- A universal result in almost sure central limit theory.
- Strong invariance principles for dependent random variables
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
- Law of the iterated logarithm for \(\phi\)-mixing random variables
- Statistical limit theorems for suspension flows
- A strong invariance principle for associated sequences
- Psychometrics: from practice to theory and back. 15 years of nonparametric multidimensional IRT, DIF/test equity, and skills diagnostic assessment
- Heavy-traffic extreme-value limits for queues
- On the Central Limit Theorem for Dynamical Systems
- Stability and limit theorems for sequences of uniformly hyperbolic dynamics
- Asymptotic counting in conformal dynamical systems
- Probabilistic and Deterministic Averaging
- Markov Extensions, Zeta Functions, and Fredholm Theory for Piecewise Invertible Dynamical Systems
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
- Some limit theorems for random fields
- New dependence coefficients. Examples and applications to statistics
- An almost sure invariance principle for the range of random walks
- Quantitative uniform distribution results for geometric progressions
- Lil behavior for weakly dependent random variables in Banach spaces
- The visits to zero of a random walk driven by an irrational rotation
- Statistical properties of type D dispersing billiards
- On the central limit theorem for lacunary trigonometric series
- Strong approximations of semimartingales by processes with independent increments
- Entropy and \(\sigma\)-algebra equivalence of certain random walks on random sceneries
- An analogue for harmonic functions of Kolmogorov's law of the iterated logarithm
- On the central limit theorem for \(f(n_{k}x)\)
- A general correlation inequality and the almost sure local limit theorem for random sequences in the domain of attraction of a stable law
- A theory of hyperfinite processes: The complete removal of individual uncertainty via exact LLN
- Rapid mixing for the Lorenz attractor and statistical limit laws for their time-1 maps
- On the estimation of the large deviations spectrum
- Parabolic orbifolds and the dimension of the maximal measure for rational maps
- Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
- A strong invariance principle for associated random fields
- Limit theorems for random transformations and processes in random environments
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- On U-statistics and v. mise? statistics for weakly dependent processes
- A general LIL for \(B\)-valued geometrically weighted series under dependent assumption
- Limit theorems for partially hyperbolic systems
- Strong approximations of renewal processes and their applications
- Bernoulli coding map and almost sure invariance principle for endomorphisms of \(\mathbb P^k\)
- Weakly dependent functional data
- Large entropy measures for endomorphisms of \(\mathbb{CP}^k\)
- The compound Poisson distribution and return times in dynamical systems
- Strong approximation of renewal processes
- The foundational inequalities of D. L. Burkholder and some of their ramifications
- A vector-valued almost sure invariance principle for Sinai billiards with random scatterers
- Temporal distributional limit theorems for dynamical systems
- 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
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)