Invariance principles for Gaussian sequences

DOI10.1007/BF00531601zbMATH Open0407.60023OpenAlexW2002212264MaRDI QIDQ4194201FDOQ4194201

Authors: Gregory J. Morrow 

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531601

zbMATH Keywords

Brownian MotionInvariance PrinciplesStationary Gaussian Sequences

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Cites Work

• Almost sure invariance principles for partial sums of mixing B-valued random variables
• Moment Inequalities for the Maximum Cumulative Sum
• An invariance principle for the law of the iterated logarithm
• Almost sure invariance principles for partial sums of weakly dependent random variables
• Approximation theorems for independent and weakly dependent random vectors
• The law of the iterated logarithm and upper-lower class tests for partial sums of stationary Gaussian sequences
• A note on stationary Gaussian sequences
• Das Gesetz vom iterierten logarithmus f�r stark mischende station�re Prozesse

Cited In (2)

• Strong invariance principles for mixing random fields
• Gaussian approximation of mixing random fields

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