An almost sure Invariance Principle for Hilbert Space Valued Martingales

DOI10.2307/1999203zbMATH Open0508.60014OpenAlexW4249856521MaRDI QIDQ4746567FDOQ4746567

Walter Philipp, Gregory J. Morrow

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/1999203

zbMATH Keywords

central limit theoreminvariance principleslaw of the iterated logarithmHilbert space valued martingales

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

• Almost sure invariance principles for partial sums of mixing B-valued random variables
• Title not available (Why is that?)
• Distribution function inequalities for martingales
• An invariance principle for the law of the iterated logarithm
• Title not available (Why is that?)
• Martingale Central Limit Theorems
• Almost sure invariance principles for weakly dependent vector-valued random variables
• Title not available (Why is that?)
• Almost sure invariance principles for partial sums of weakly dependent random variables
• Approximation theorems for independent and weakly dependent random vectors
• Some results on the LIL in Banach space with applications to weighted empirical processes
• Sample functions of the \(N\)-parameter Wiener process
• The Law of the Iterated Logarithm for Brownian Motion in a Banach Space
• Upper and lower functions for martingales and mixing processes
• Local asymptotic laws for Brownian motion

Cited In (16)

• A note on the almost sure approximation of weakly dependent random variables
• A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space.
• Mixing properties and statistical limit theorems for singular hyperbolic flows without a smooth stable foliation
• Invariance principles for von Mises and U-statistics
• Asymptotic behaviour of a class of stochastic approximation procedures
• A compact LIL for martingales in \(2\)-smooth Banach spaces with applications
• A vector-valued almost sure invariance principle for hyperbolic dynamical systems
• Rates of convergence in the functional CLT for multidimensional continuous time martingales.
• A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics
• An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
• Rates of convergence in invariance principles for random walks on linear groups via martingale methods
• Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
• Strong approximations of semimartingales by processes with independent increments
• Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes
• Title not available (Why is that?)
• Strong approximations for nonconventional sums and almost sure limit theorems

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