A new approach to strong embeddings
From MaRDI portal
Publication:664343
DOI10.1007/s00440-010-0321-8zbMath1235.60044arXiv0711.0501OpenAlexW2139121042MaRDI QIDQ664343
Publication date: 1 March 2012
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.0501
Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Limit theorems in probability theory (60F99)
Related Items
Unusually large components in near-critical Erdős–Rényi graphs via ballot theorems, Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression, On Stein's method for multivariate self-decomposable laws with finite first moment, Strong Embeddings for Transitory Queueing Models, KMT coupling for random walk bridges, A stroll along the gamma, Stein's method for conditional central limit theorem, Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime, The probability of unusually large components for critical percolation on random \(d\)-regular graphs, A strong invariance principle for nonconventional sums, Bounds on the running maximum of a random walk with small drift, Quantile coupling inequalities and their applications, Dynkin's games and Israeli options, Komlós-Major-Tusnády approximation under dependence, Random walk in changing environment, Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests, Some asymptotic results for the integrated empirical process with applications to statistical tests, Weighted Poincaré inequalities, concentration inequalities and tail bounds related to Stein kernels in dimension one, Stein's method, logarithmic Sobolev and transport inequalities, Arcsine laws for random walks generated from random permutations with applications to genomics, The accuracy of strong Gaussian approximation for sums of independent random vectors
Cites Work
- Some observations on the KMT dyadic scheme
- The Skorokhod embedding problem and its offspring
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- Strong approximation theorems for independent random variables and their applications
- Cover times for Brownian motion and random walks in two dimensions
- Weighted sums of certain dependent random variables
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. I
- Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
- Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. II
- Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. III
- Probability Inequalities for Sums of Bounded Random Variables
- On the deviations in the Skorokhod-Strassen approximation scheme
- Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
