Functional Gaussian Approximation for Dependent Structures

DOI10.1093/oso/9780198826941.001.0001zbMath1447.60003MaRDI QIDQ4628467

Sergey Utev, Magda Peligrad, Florence Merlevède

Publication date: 13 March 2019

Full work available at URL: https://doi.org/10.1093/oso/9780198826941.001.0001

zbMATH Keywords

linear process; martingale; mixing; empirical process; stationary sequence; maximal inequalities; Gaussian approximation; determinantal point process; random time scenery; weakly negatively dependent variables

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

60G44: Martingales with continuous parameter

60F17: Functional limit theorems; invariance principles

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

Related Items

Unnamed Item, On Kolmogorov’s converse inequality for dependent random variables, On the weak invariance principle for non-adapted stationary random fields under projective criteria, Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model, On the local limit theorems for psi-mixing Markov chains, Rates of convergence in invariance principles for random walks on linear groups via martingale methods, A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains, Quadratic transportation cost in the conditional central limit theorem for dependent sequences, A GMM approach to estimate the roughness of stochastic volatility, Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays, Berry-Esseen type bounds for the left random walk on \({\mathrm{GL}_d}(\mathbb{R})\) under polynomial moment conditions, On the CLT for additive functionals of Markov chains, On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields, The multivariate functional de Jong CLT, An almost sure invariance principle for some classes of non-stationary mixing sequences, Rates of convergence in the central limit theorem for martingales in the non stationary setting, Percolation and connection times in multi-scale dynamic networks, Edgeworth expansions for independent bounded integer valued random variables, A new CLT for additive functionals of Markov chains, On the Marcinkiewicz-Zygmund strong laws for arbitrary dependent sequences, Functional CLT for nonstationary strongly mixing processes, On the CLT for stationary Markov chains with trivial tail sigma field