Almost sure central limit theorem for strictly stationary processes

DOI10.1090/S0002-9939-99-05157-6MaRDI QIDQ4955759zbMATH OpenOpenAlexWikidataFDO

Authors Emmanuel Lesigne

Publication date 22 May 2000

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9939-99-05157-6

zbMATH Keywords

almost sure central limit theoremaperiodic measure preserving systemstationary process

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) General groups of measure-preserving transformations and dynamical systems (37A15) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cited in

(6)

• Flexibility of statistical properties for smooth systems satisfying the central limit theorem
• On almost-sure versions of classical limit theorems for dynamical systems
• Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics
• Invariance principles and Gaussian approximation for strictly stationary processes
• Almost sure central limit theorem for partial sums of m-dependent random variables
• Almost sure central limit theorem for the hyperbolic Anderson model with Lévy white noise

This page was built for publication: Almost sure central limit theorem for strictly stationary processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4955759)