scientific article; zbMATH DE number 3994645
From MaRDI portal
Publication:4721313
zbMath0614.60027MaRDI QIDQ4721313
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
invariance principlesstrong approximationweak dependenceSkorokhod embeddingextrema of random variables
Large deviations (60F10) Functional limit theorems; invariance principles (60F17) (L^p)-limit theorems (60F25)
Related Items (25)
Multidimensional dependency measures ⋮ Sharp probability estimates for random walks with barriers ⋮ Reliable estimation via simulation ⋮ Strong approximations of semimartingales by processes with independent increments ⋮ \(M\)-type regression splines involving time series ⋮ An almost sure invariance principle for stochastic approximation procedures in linear filtering theory ⋮ An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data ⋮ On the reaction time of moving sum detectors ⋮ An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables ⋮ Strong invariance principles for dependent random variables ⋮ Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation ⋮ Localized large sums of random variables ⋮ Testing for changes in the mean or variance of a stochastic process under weak invariance ⋮ Minimal conditions in \(p\)-stable limit theorems ⋮ Delay time in sequential detection of change ⋮ Strong approximation of continuous time stochastic processes ⋮ A note on the almost sure central limit theorem ⋮ A note on uniform laws of averages for dependent processes ⋮ Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales ⋮ Rate of convergence of stochastic approximation procedures in a Banach space ⋮ Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes ⋮ A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space. ⋮ Consistency of the Takens estimator for the correlation dimension ⋮ On the blockwise bootstrap for empirical processes for stationary sequences ⋮ Almost sure invariance principles for mixing sequences of random variables
This page was built for publication:
