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)- 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
- Statistical properties of type D dispersing billiards
- A regularity condition and a limit theorem for Harris ergodic Markov chains
- A universal result in almost sure central limit theory.
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- A general strong approximation theorem for dependent \(\mathbb R^d\)-valued random vectors
- Strong approximation of renewal processes
- Almost sure local limit theorem for the Dickman distribution
- Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
- On U-statistics and v. mise? statistics for weakly dependent processes
- The foundational inequalities of D. L. Burkholder and some of their ramifications
- A general LIL for \(B\)-valued geometrically weighted series under dependent assumption
- Advanced statistical properties of dispersing billiards
- Gibbs states on the symbolic space over an infinite alphabet
- Metric discrepancy results for subsequences of \(\{\theta^k x\}\)
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
- Strong approximation for a class of stationary processes
- A vector-valued almost sure invariance principle for Sinai billiards with random scatterers
- Temporal distributional limit theorems for dynamical systems
- Weakly dependent functional data
- On the central limit theorem for lacunary trigonometric series
- A strong invariance principle for nonconventional sums
- A strong invariance principle for associated random fields
- Parabolic orbifolds and the dimension of the maximal measure for rational maps
- On recursive estimation for hidden Markov models
- Some remarks on a probability limit theorem for continued fractions
- Asymptotic behaviour of a class of stochastic approximation procedures
- Ergodic properties of invariant measures for piecewise monotonic transformations
- A general correlation inequality and the almost sure local limit theorem for random sequences in the domain of attraction of a stable law
- Decay of correlations and invariance principles for dispersing billiards with cusps, and related planar billiard flows
- Probabilistic and Deterministic Averaging
- Quality control for structural credit risk models
- Statistical limit theorems for suspension flows
- Limit theorems for partially hyperbolic systems
- Metric discrepancy results for geometric progressions perturbed by irrational rotations
- Quantitative uniform distribution results for geometric progressions
- Asymptotic results for the empirical process of stationary sequences
- A vector-valued almost sure invariance principle for hyperbolic dynamical systems
- Strong approximations of semimartingales by processes with independent increments
- Psychometrics: from practice to theory and back. 15 years of nonparametric multidimensional IRT, DIF/test equity, and skills diagnostic assessment
- 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
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)