An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
From MaRDI portal
Publication:910095
DOI10.1007/BF01197844zbMath0695.60041MaRDI QIDQ910095
Publication date: 1990
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
almost sure invariance principle; stationary ergodic martingale; weakly dependent stationary sequences
60F17: Functional limit theorems; invariance principles
Related Items
Exact bounds for the rate of convergence in general stochastic approximation procedures, NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION, A vector-valued almost sure invariance principle for hyperbolic dynamical systems, Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes, Rate of convergence of stochastic approximation procedures in a Banach space, An almost sure invariance principle for stochastic approximation procedures in linear filtering theory, On the simulation of expectations of random variables depending on a stopping time
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Approximation theorems for strongly mixing random variables
- A new proof of the Hartman-Wintner law of the iterated logarithm
- On strong invariance principles under dependence assumptions
- A note on the almost sure approximation of weakly dependent random variables
- Characterization of the law of the iterated logarithm in Banach spaces
- Almost sure invariance principles for partial sums of mixing B-valued random variables
- Almost sure invariance principles for weakly dependent vector-valued random variables
- A note on a theorem of Berkes and Philipp for dependent sequences
- Martingale convergence to mixtures of infinitely divisible laws
- A strong convergence theorem for Banach space valued random variables
- Kolmogorov's law of the iterated logarithm for Banach space valued random variables
- Approximation theorems for independent and weakly dependent random vectors
- The invariance principle for Banach space valued random variables
- Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
- A Sufficient Condition for Linear Growth of Variances in a Stationary Random Sequence
- Invariance principles for sums of Banach space valued random elements and empirical processes
- On Gordin's central limit theorem for stationary processes
- A Note on the Central Limit Theorems for Dependent Random Variables
- Approximation of partial sums of i.i.d.r.v.s when the summands have only two moments
- A Smoothing Inequality for Estimates of the Lévy–Prokhorov Distance
- Almost sure invariance principles for partial sums of weakly dependent random variables
- On a Representation of Random Variables
- On a unified approach to the law of the iterated logarithm for martingales
- Moment bounds for stationary mixing sequences
- The Law of the Iterated Logarithm for Brownian Motion in a Banach Space
- An almost sure Invariance Principle for Hilbert Space Valued Martingales
- The Law of the Iterated Logarithm for Some Classes of Stationary Processes
- On the central limit theorem and iterated logarithm law for stationary processes
- Invariance principles for dependent variables
- An invariance principle for the law of the iterated logarithm
- Distances of Probability Measures and Random Variables
- The Law of the Iterated Logarithm for a Class of Dependent Random Variables
- Martingale Central Limit Theorems
- The law of the iterated logarithm for stationary processes satisfying mixing conditions
- Note on the law of the iterated logarithm for stationary processes satisfying mixing conditions
- The Hartman-Wintner Law of the Iterated Logarithm for Martingales
