Invariance principles and Gaussian approximation for strictly stationary processes

DOI10.1090/S0002-9947-99-02401-0zbMATH Open0939.37006OpenAlexW1703931944MaRDI QIDQ4243648FDOQ4243648

Authors: Dalibor Volný 

Publication date: 19 May 1999

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-99-02401-0

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zbMATH Keywords

strong invariance principleweak invariance principlezero entropy stationary processapproximation by Gaussian random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Measure-preserving transformations (28D05) Entropy and other invariants (28D20) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10)

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Cited In (19)

• Limiting curves for the Pascal adic transformation
• Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process
• The principle of invariance in the Strassen form to the partial sum processes of moving averages of finite order
• On sums of indicator functions in dynamical systems
• On weak convergence of sampled dynamical systems.
• Ergodic and statistical properties of \(\mathcal B\)-free numbers
• Random deviations of ergodic sums for the Pascal adic transformation in the case of the Lebesgue measure
• An almost sure invariance principle for stochastic approximation procedures in linear filtering theory
• SELF-SIMILAR CORRECTIONS TO THE ERGODIC THEOREM FOR THE PASCAL-ADIC TRANSFORMATION
• Distributional limits of positive, ergodic stationary processes and infinite ergodic transformations
• Title not available (Why is that?)
• The visits to zero of a random walk driven by an irrational rotation
• Flexibility of statistical properties for smooth systems satisfying the central limit theorem
• On invariant distribution function estimation for continuous-time stationary processes
• Invariance principle for functions of stationarily connected Gaussian variables
• LIMIT THEOREMS FOR SAMPLED DYNAMICAL SYSTEMS
• Local limit theorem in deterministic systems
• An indicator function limit theorem in dynamical systems
• Komlós-Major-Tusnády approximation under dependence

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