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Almost sure invariance principles for partial sums of weakly dependent random variables /
A strong revival of interest in the law of the iterated logarithm and related asymptotic fluctuation results has occurred in the last decade, stimulated by two remarkable papers by Volker Strassen. In these papers, Strassen introduces a new method for establishing such fluctuation results for sums o...
| Clasificación: | Libro Electrónico |
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| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Providence, Rhode Island :
American Mathematical Society,
[1975]
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| Colección: | Memoirs of the American Mathematical Society ;
no. 161. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | A strong revival of interest in the law of the iterated logarithm and related asymptotic fluctuation results has occurred in the last decade, stimulated by two remarkable papers by Volker Strassen. In these papers, Strassen introduces a new method for establishing such fluctuation results for sums of independent random variables and for martingales. Strassen's almost sure invariance principle for martingales states that each martingale satisfying a certain second moment condition is with probability on "close" to a Brownian motion. In this monograph we investigate the asymptotic fluctuation behavior of sums of weakly dependent random variables, such as lacunary trigonometric mixing, and Gaussian sequences. |
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| Notas: | "Volume 2, issue 2." |
| Descripción Física: | 1 online resource (145 pages) |
| Bibliografía: | Includes bibliographical references (pages 138-140). |
| ISBN: | 9781470405472 1470405474 |
| ISSN: | 0065-9266 ; 0065-9266 |