Strong invariance principles for mixing random fields

DOI10.1007/BF00533712MaRDI QIDQ3886576zbMATH OpenOpenAlexFDO

Authors István Berkes, Gregory J. Morrow

Publication date 1981

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

Full work available at URL https://doi.org/10.1007/bf00533712

zbMATH Keywords

strong invariance principlesstrong mixing condition

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Random fields (60G60)

Cites work

• Almost sure invariance principles for partial sums of mixing B-valued random variables
• Approximation of partial sums of i.i.d.r.v.s when the summands have only two moments
• Approximation theorems for independent and weakly dependent random vectors
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• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
• Invariance principles for Gaussian sequences
• The General Form of the So-Called Law of the Iterated Logarithm
• The Invariance Principle for Stationary Processes

Cited in

(16)

• The law of the iterated logarithm for sums of exponentially stabilizing functionals
• Invariance principles for partial sum processes and empirical processes indexed by sets
• Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
• A strong invariance principle for associated random fields
• The great circle epidemic model.
• A strong invariance principle for negatively associated random fields
• Vitesse de convergence du th�or�me de la limite centrale pour des champs faiblement d�pendants
• Invariance principles for von Mises and U-statistics
• Invariance principles for sums of Banach space valued random elements and empirical processes
• Approximation of sums of random variables with multiindexes
• A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes
• Inference in nonlinear random fields and non-asymptotic rates for threshold variance estimators under sparse dependence
• Detection of suspicious areas in non-stationary Gaussian fields and locally averaged non-Gaussian linear fields
• A strong invariance principle for positively or negatively associated random fields
• An invariance principle for stationary random fields under Hannan's condition
• Gaussian approximation of mixing random fields

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