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
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

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)