Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales

DOI10.1007/BF01418867zbMath0722.60006MaRDI QIDQ756232

Ditlev Monrad, Walter Philipp

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

strong approximationvector-valued martingalesstrong invariance principlesmixture of Gaussian distributions

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Martingales with continuous parameter (60G44)

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Cites Work

• Strong approximation of continuous time stochastic processes
• On strong invariance principles under dependence assumptions
• A note on the almost sure approximation of weakly dependent random variables
• Approximation theorems for independent and weakly dependent random vectors
• Invariance principles for sums of Banach space valued random elements and empirical processes
• An almost sure Invariance Principle for Hilbert Space Valued Martingales
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