Maximum of partial sums and an invariance principle for a class of weak dependent random variables
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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)
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Cites Work
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- Invariance principles for mixing sequences of random variables
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- Mixing: Properties and examples
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- On Strong Mixing Conditions for Stationary Gaussian Processes
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