scientific article; zbMATH DE number 3337280
From MaRDI portal
Publication:5614322
zbMath0212.50005MaRDI QIDQ5614322
Publication date: 1969
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Conditioned limit theorems for products of random matrices ⋮ On almost-sure versions of classical limit theorems for dynamical systems ⋮ On Brolin's theorem over the quaternions ⋮ Limiting curves for the Pascal adic transformation ⋮ Limit theorems and inequalities via martingale methods ⋮ Almost sure invariance principle for non-autonomous holomorphic dynamics in ℙ^{𝕜} ⋮ Statistical properties and decay of correlations for interval maps with critical points and singularities ⋮ Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs ⋮ A Note on the Large Deviations for Piecewise Expanding Multidimensional Maps ⋮ On the exactness of the Wu-Woodroofe approximation ⋮ Invariance principle via orthomartingale approximation ⋮ THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS ⋮ Markov Extensions, Zeta Functions, and Fredholm Theory for Piecewise Invertible Dynamical Systems ⋮ The Wasserstein distance and approximation theorems ⋮ Almost sure invariance principle for sequential and non-stationary dynamical systems ⋮ Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattice systems with Markovian structure ⋮ Law of large numbers and central limit theorem for ergodic quantum processes ⋮ Martingale-coboundary representation for stationary random fields ⋮ Functional central limit theorem via nonstationary projective conditions ⋮ Lindeberg theorem for Gibbs–Markov dynamics ⋮ Central limit theorems for time series regression ⋮ A Berry-Esseen bound with (almost) sharp dependence conditions ⋮ A Combinatorial Approach to a Model of Constrained Random Walkers ⋮ On the central limit theorem for stationary processes ⋮ Estimates of the rate of convergence in the von Neumann and Birkhoff ergodic theorems ⋮ Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours ⋮ Central limit theorems for the shrinking target problem ⋮ Remark on the rate of convergence in the random central limit theorem for mixing sequences ⋮ A Darling-Erdős type result for stationary ellipsoids ⋮ On martingale approximations and the quenched weak invariance principle ⋮ Martingale-coboundary representation for a class of random fields ⋮ Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas ⋮ Strong invariance principles for dependent random variables ⋮ Estimation of the limit variance for sums under a new weak dependence condition ⋮ Exact convergence rates in the central limit theorem for a class of martingales ⋮ On the weak invariance principle for non-adapted sequences under projective criteria ⋮ Limit theorems for random transformations and processes in random environments ⋮ The law of the iterated logarithm for passive tracer in a two-dimensional flow ⋮ Large and moderate deviations for the left random walk on GL d (R) ⋮ An invariance principle for dependent random variables ⋮ Multivariate time series analysis ⋮ The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$ ⋮ Convergence of iterates of a transfer operator, application to dynamical systems and to Markov chains ⋮ Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard ⋮ A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\) ⋮ Fixed-design regression for linear time series ⋮ Improved estimators for constrained Markov chain models ⋮ A note on statistical properties for nonuniformly hyperbolic systems with slow contraction and expansion ⋮ Quenched limit theorems for Fourier transforms and periodogram ⋮ A central limit theorem for fields of martingale differences ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables ⋮ Rates of mixing for potentials of summable variation ⋮ Limit theorems for partially hyperbolic systems ⋮ Asymptotic Counting in Conformal Dynamical Systems ⋮ Measures and dimensions in conformal dynamics ⋮ Decay of correlations for the Rauzy-Veech-Zorich induction map on the space of interval exchange transformations and the central limit theorem for the Teichmüller flow on the moduli space of Abelian differentials ⋮ Orthomartingale-coboundary decomposition for stationary random fields ⋮ Thermodynamics of towers of hyperbolic type ⋮ Rate of convergence in the weak invariance principle for deterministic systems ⋮ Limit Theorems for Aggregated Linear Processes ⋮ Martingale decomposition and approximations for nonlinearly dependent processes ⋮ Rates of Convergence in the Strong Invariance Principle for Non-adapted Sequences Application to Ergodic Automorphisms of the Torus ⋮ Revisits for transient random walk ⋮ Functional CLT for martingale-like nonstationary dependent structures ⋮ CLT for Stationary Normal Markov Chains via Generalized Coboundaries ⋮ A Fourth Moment Inequality for Functionals of Stationary Processes ⋮ Large deviations and central limit theorems for sequential and random systems of intermittent maps ⋮ Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise ⋮ A new covariance inequality and applications. ⋮ The conditional central limit theorem in Hilbert spaces. ⋮ About the Lindeberg method for strongly mixing sequences ⋮ On the Bahadur representation of sample quantiles for dependent sequences ⋮ Weak convergence to stable Lévy processes for nonuniformly hyperbolic dynamical systems ⋮ Strong invariance principles with rate for ``reverse martingale differences and applications ⋮ Annealed and quenched limit theorems for random expanding dynamical systems ⋮ The almost sure invariance principle for beta-mixing measures ⋮ Invariance principles and Gaussian approximation for strictly stationary processes ⋮ On non-ergodic versions of limit theorems ⋮ Quenched Invariance Principles via Martingale Approximation ⋮ Necessary and sufficient conditions for the conditional central limit theorem ⋮ An invariance principle for maps with polynomial decay of correlations ⋮ Almost sure invariance principle for nonuniformly hyperbolic systems ⋮ On the functional CLT for stationary Markov chains started at a point ⋮ Martingale approximations for sums of stationary processes. ⋮ Central limit theorem for linear groups ⋮ Moderate deviations for stationary sequences of bounded random variables ⋮ Multiple decorrelation and rate of convergence in multidimensional limit theorems for the Prokhorov metric. ⋮ Limit theorems for affine Markov walks conditioned to stay positive ⋮ Nonexistence of spectral gaps in Hölder spaces for continuous time dynamical systems ⋮ Bernoulli coding map and almost sure invariance principle for endomorphisms of \(\mathbb P^k\) ⋮ Central limit theorem for stationary linear processes ⋮ Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process ⋮ Uniform CLT for Markov chains and its invariance principle: A martingale approach ⋮ On some results of M. I. Gordin: A clarification of a misunderstanding ⋮ Rates of convergence in the central limit theorem for martingales in the non stationary setting ⋮ Iterated invariance principle for slowly mixing dynamical systems ⋮ On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes ⋮ Limit theorems in the stadium billiard ⋮ Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption ⋮ On the weak invariance principle for stationary sequences under projective criteria ⋮ Stein's method for nonconventional sums ⋮ Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields ⋮ Some conditional results for conditionally strong mixing sequences of random variables ⋮ Flexibility of statistical properties for smooth systems satisfying the central limit theorem ⋮ Limit theorems for products of positive random matrices ⋮ A note on quadratic forms of stationary functional time series under mild conditions ⋮ The central limit theorem for time series regression ⋮ CLT for linear random fields with stationary martingale-difference innovation ⋮ Convergence rates in the central limit theorem for stationary mixing sequences of random vectors ⋮ Fluctuations of ergodic sums on periodic orbits under specification ⋮ Strong approximation for \(\rho \)-mixing sequences ⋮ A quenched weak invariance principle ⋮ Almost topological dynamical systems ⋮ A new CLT for additive functionals of Markov chains ⋮ Central limit theorem for Markov processes with spectral gap in the Wasserstein metric ⋮ Asymptotic behavior of weakly dependent aggregated processes ⋮ On martingale approximation of adapted processes ⋮ Recent progress on the random conductance model ⋮ The uniform central limit theorem for the tent map ⋮ Invariance principles for linear processes with application to isotonic regression ⋮ On the functional central limit theorem via martingale approximation ⋮ An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables ⋮ Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples ⋮ Asymptotic results for spatial causal ARMA models ⋮ Statistical properties for flows with unbounded roof function, including the Lorenz attractor ⋮ Ergodic properties of invariant measures for piecewise monotonic transformations ⋮ Rates of convergence in the CLT for linear random fields ⋮ Central limit theorems for Gromov hyperbolic groups ⋮ Martingale approximation and optimality of some conditions for the central limit theorem ⋮ Hypothesis testing for high-dimensional time series via self-normalization ⋮ Countable Markov partitions suitable for thermodynamic formalism ⋮ Limit theorems for von Mises statistics of a measure preserving transformation ⋮ Asymptotically Gaussian distribution for random perturbations of rotations of the circle ⋮ On the work of Sarig on countable Markov chains and thermodynamic formalism ⋮ On limit theorems for fields of martingale differences ⋮ Lingering random walks in random environment on a strip ⋮ Central limit theorems in linear dynamics ⋮ On the normal approximation for random fields via martingale methods ⋮ A functional CLT for fields of commuting transformations via martingale approximation ⋮ Closability, regularity, and approximation by graphs for separable bilinear forms ⋮ Extensions of dynamical systems and the martingale approximation method ⋮ Random walk in Markovian environment ⋮ Convergence to a Lévy process in the Skorohod \(\mathcal{M}_1\) and \(\mathcal{M}_2\) topologies for nonuniformly hyperbolic systems, including billiards with cusps ⋮ Martingale-coboundary decomposition for families of dynamical systems ⋮ Fluctuation of the entropy production for the Lorentz gas under small external forces ⋮ On martingale approximations ⋮ Central limit theorems for group actions which are exponentially mixing of all orders ⋮ A martingale decomposition of discrete Markov chains ⋮ An explicit Berry-Esséen bound for uniformly expanding maps on the interval ⋮ Approximating martingales and the central limit theorem for strictly stationary processes ⋮ Convergence rates in the strong law of large numbers for Hilbert valued dependent variables ⋮ Large deviations for martingales. ⋮ Weakly dependent functional data ⋮ Statistical limit theorems for suspension flows ⋮ Coupling for \(\tau\)-dependent sequences and applications ⋮ A new maximal inequality and invariance principle for stationary sequences ⋮ Random dynamics of transcendental functions ⋮ An alternative to the coupling of Berkes-Liu-Wu for strong approximations ⋮ Comparison between criteria leading to the weak invariance principle ⋮ On mean central limit theorems for stationary sequences ⋮ New techniques for empirical processes of dependent data ⋮ An asymptotic theory for sample covariances of Bernoulli shifts ⋮ Central limit theorem for linear processes with infinite variance ⋮ An invariance principle for stationary random fields under Hannan's condition ⋮ Asymptotic results for the empirical process of stationary sequences ⋮ A law of the iterated logarithm for an estimate of frequency ⋮ A uniform CLT for uniformly bounded families of martingale differences ⋮ Multidimensional local central limit theorem of some non-uniformly hyperbolic systems ⋮ Limit theorems for non-hyperbolic automorphisms of the torus ⋮ Double extensions of dynamical systems and constructing mixing filtrations ⋮ On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields ⋮ On the CLT for additive functionals of Markov chains ⋮ Limit theorems for additive functionals of a Markov chain ⋮ Hölder continuity of the Lyapunov exponents of linear cocycles over hyperbolic maps ⋮ Functional central limit theorem for a random walk in a random environment ⋮ On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes ⋮ Limited information likelihood and Bayesian analysis ⋮ Variational formulas for asymptotic variance of general discrete-time Markov chains ⋮ A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators