An almost sure Invariance Principle for Hilbert Space Valued Martingales
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Cites work
- scientific article; zbMATH DE number 3502497 (Why is no real title available?)
- scientific article; zbMATH DE number 3556932 (Why is no real title available?)
- scientific article; zbMATH DE number 3327878 (Why is no real title available?)
- Almost sure invariance principles for partial sums of mixing B-valued random variables
- Almost sure invariance principles for partial sums of weakly dependent random variables
- Almost sure invariance principles for weakly dependent vector-valued random variables
- An invariance principle for the law of the iterated logarithm
- Approximation theorems for independent and weakly dependent random vectors
- Distribution function inequalities for martingales
- Local asymptotic laws for Brownian motion
- Martingale Central Limit Theorems
- Sample functions of the \(N\)-parameter Wiener process
- Some results on the LIL in Banach space with applications to weighted empirical processes
- The Law of the Iterated Logarithm for Brownian Motion in a Banach Space
- Upper and lower functions for martingales and mixing processes
Cited in
(18)- 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 vector-valued almost sure invariance principle for hyperbolic dynamical systems
- A compact LIL for martingales in \(2\)-smooth Banach spaces with applications
- Multivariate compact law of the iterated logarithm for averaged stochastic approximation algorithms
- 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
- Time-uniform central limit theory and asymptotic confidence sequences
- 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
- scientific article; zbMATH DE number 7626801 (Why is no real title available?)
- Strong approximations for nonconventional sums and almost sure limit theorems
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