Strong approximation of very weak Bernoulli processes

DOI10.1007/BF00532160MaRDI QIDQ4745047zbMATH OpenOpenAlexFDO

Authors Ernst Eberlein

Publication date 1983

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00532160

zbMATH Keywords

central limit theoremsvery weak Bernoulli processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Brownian motion (60J65)

Cites work

• A generalization of Ornstein's \(\overline d\) distance with applications to information theory
• A note on a theorem of Berkes and Philipp
• A Sufficient Condition for Linear Growth of Variances in a Stationary Random Sequence
• Almost block independence
• Almost sure invariance principles for partial sums of mixing B-valued random variables
• Almost sure invariance principles for weakly dependent vector-valued random variables
• An invariance principle for the law of the iterated logarithm
• Approximation theorems for independent and weakly dependent random vectors
• Contributions to Central Limit Theory for Dependent Variables
• Distances of Probability Measures and Random Variables
• scientific article; zbMATH DE number 3651458 (Why is no real title available?)
• scientific article; zbMATH DE number 3716479 (Why is no real title available?)
• scientific article; zbMATH DE number 3740462 (Why is no real title available?)
• scientific article; zbMATH DE number 3463931 (Why is no real title available?)
• scientific article; zbMATH DE number 3553458 (Why is no real title available?)
• scientific article; zbMATH DE number 3327878 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• On the Error of the Gaussian Approximation for Convolutions
• The Existence of Probability Measures with Given Marginals
• Versik Processes and Very Weak Bernoulli Processes with Summable Rates are Independent
• Weak and L^p-invariance principles for sums of B-valued random variables

Cited in

(13)

• Finite-state, stationary, -mixing processes which are not very weak Bernoulli with rate O(1/n)
• On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables
• Some remarks on coupling of dependent random variables
• On weak invariance principles for partial sums
• Optimal rate of convergence for empirical quantiles and distribution functions for time series
• The Wasserstein distance and approximation theorems
• On a very weak bernoulli condition^†
• Versik Processes and Very Weak Bernoulli Processes with Summable Rates are Independent
• Mixing Properties of a Class of Bernoulli-Processes
• Portfolio Value-at-Risk with Heavy-Tailed Risk Factors
• Strong approximation of continuous time stochastic processes
• Finitely determined processes in metric spaces
• Testing for changes in the mean or variance of a stochastic process under weak invariance

This page was built for publication: Strong approximation of very weak Bernoulli processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4745047)