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

DOI10.1007/BF01418867MaRDI QIDQ756232zbMATH OpenFDO

Authors Ditlev Monrad, Walter Philipp

Publication date 1991

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (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

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• scientific article; zbMATH DE number 3320019 (Why is no real title available?)
• A note on the almost sure approximation of weakly dependent random variables
• An almost sure Invariance Principle for Hilbert Space Valued Martingales
• Approximation theorems for independent and weakly dependent random vectors
• Invariance principles for sums of Banach space valued random elements and empirical processes
• On strong invariance principles under dependence assumptions
• Strong approximation of continuous time stochastic processes

Cited in

(19)

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• The asymptotic behaviors for autoregression quantile estimates
• Metric discrepancy results for subsequences of \(\{\theta^k x\}\)
• The central limit theorem for Riesz-Raikov sums. II
• 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
• scientific article; zbMATH DE number 434653 (Why is no real title available?)
• 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

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