Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
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Publication:756232
DOI10.1007/BF01418867zbMATH Open0722.60006MaRDI QIDQ756232FDOQ756232
Publication date: 1991
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
strong approximationvector-valued martingalesstrong invariance principlesmixture of Gaussian distributions
Cites Work
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- Invariance principles for sums of Banach space valued random elements and empirical processes
- On strong invariance principles under dependence assumptions
- Approximation theorems for independent and weakly dependent random vectors
- Strong approximation of continuous time stochastic processes
- A note on the almost sure approximation of weakly dependent random variables
- An almost sure Invariance Principle for Hilbert Space Valued Martingales
Cited In (18)
- The central limit theorem for complex Riesz-Raikov sums
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
- Strong approximations of martingale vectors and their applications in Markov-chain adaptive designs
- The asymptotic behaviors for autoregression quantile estimates
- Metric discrepancy results for subsequences of \(\{\theta^k x\}\)
- Metric discrepancy results for geometric progressions perturbed by irrational rotations
- Asymptotic normality of urn models for clinical trials with delayed response
- Rates of convergence in the functional CLT for multidimensional continuous time martingales.
- Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions
- Almost sure diffusion approximation in averaging via rough paths theory
- The law of the iterated logarithm for the discrepancy of perturbed geometric progressions
- L2 Diffusion Approximation for Slow Motion in Averaging
- Empirical Distribution Functions and Strong Approximation Theorems for Dependent Random Variables. A Problem of Baker in Probabilistic Number Theory
- High-dimensional linear models with many endogenous variables
- Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
- Inference for large-scale linear systems with known coefficients
- The central limit theorem for Riesz–Raikov sums II
- Strong diffusion approximation in averaging and value computation in Dynkin's games
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