On moment conditions for normed sums of independent variables and martingale differences
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Cited in
(27)- Linear operators generated by stochastic processes
- Bounds on the sums of independent random variables in symmetric spaces
- The moment of maximum normed randomly weighted sums of martingale differences
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- A quenched weak invariance principle
- A new maximal inequality and invariance principle for stationary sequences
- On moment conditions for the supremum of normed sums
- On the martingale central limit theorem for strictly stationary sequences
- On non-ergodic versions of limit theorems
- A characterization of probability distributions by moments of sums of independent random variables
- Limit theorems for products of positive random matrices
- Approximating martingales and the central limit theorem for strictly stationary processes
- Rates in almost sure invariance principle for nonuniformly hyperbolic maps
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- On moment conditions for supremum of normed sums of martingale differences
- Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
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- On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition
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