Maximum of partial sums and an invariance principle for a class of weak dependent random variables
From MaRDI portal
Publication:4383110
DOI10.1090/S0002-9939-98-04177-XzbMath0899.60044OpenAlexW1552166957MaRDI QIDQ4383110
Publication date: 24 March 1998
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9939-98-04177-x
Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)
Related Items
A central limit theorem for non-stationary strongly mixing random fields ⋮ Chover-type laws of the iterated logarithm for weighted sums of \(\rho ^{\ast}\)-mixing sequences ⋮ Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences ⋮ Marcinkiewicz strong laws for linear statistics of rho*-mixing sequences of random variables ⋮ A functional central limit theorem on non-stationary random fields with nested spatial structure ⋮ Convergence rates in the strong laws for a class of dependent random fields ⋮ THE CONVERGENCE AND WEAK LAWS OF LARGE NUMBERS FOR -MIXING RANDOM VARIABLES ⋮ Complete convergence for weighted sums of arrays of rowwise \({\tilde\rho}\)-mixing random variables ⋮ Strong convergence results for weighted sums of \({\tilde\rho}\)-mixing random variables ⋮ A note on the strong law of large numbers for arrays of rowwise \(\tilde{\rho}\)-mixing random variables ⋮ Complete convergence for weighted sums of \(\rho^*\)-mixing random fields ⋮ On Chung-Teicher type strong law of large numbers for \(\rho ^{\ast }\)-mixing random variables ⋮ Complete convergence of weighted sums for \(\rho *\)-mixing sequence of random variables ⋮ Strong laws of large numbers for arrays of rowwise \(\rho ^{\ast }\)-mixing random variables ⋮ Central limit theorem for exponentially quasi-local statistics of spin models on Cayley graphs ⋮ Convergence rates in the SLLN for some classes of dependent random fields ⋮ Strong laws of large numbers for weighted sums of $$\tilde \rho $$ -mixing random variables ⋮ Strong laws of large numbers for \(\tilde \rho \)-mixing random variables ⋮ On complete convergence for arrays of rowwise weakly dependent random variables ⋮ A weak convergence for negatively associated fields ⋮ Moment inequalities and convergence rates in the strong laws for \(\rho^-\)-mixing random fields ⋮ The Bahadur representation of sample quantiles for weakly dependent sequences ⋮ On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables ⋮ On complete convergence for weighted sums of \(\rho^*\)-mixing random variables ⋮ On the simultaneous behavior of the dependence coefficients associated with three mixing conditions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Invariance principles under weak dependence
- Invariance principles for mixing sequences of random variables
- On the spectral density and asymptotic normality of weakly dependent random fields
- Equivalent mixing conditions for random fields
- Mixing: Properties and examples
- Three theorems on \(\rho^*\)-mixing random fields
- On the asymptotic normality of sequences of weak dependent random variables
- Moment Conditions for Almost Sure Convergence of Weakly Correlated Random Variables
- On Strong Mixing Conditions for Stationary Gaussian Processes
- On Regularity Conditions for Random Fields