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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...
| Cote: | Libro Electrónico |
|---|---|
| Auteurs principaux: | , |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Providence, Rhode Island :
American Mathematical Society,
[1975]
|
| Collection: | Memoirs of the American Mathematical Society ;
no. 161. |
| Sujets: | |
| Accès en ligne: | Texto completo |
Table des matières:
- Introduction
- Description of the method
- Lacunary trigonometric series with unweighted summands
- Stationary [capital Greek] Phi-mixing sequences
- Gaussian sequences
- Lacunary trigonometric series with weights
- Functions of strongly mixing random variables
- Nonstationary mixing sequences
- A refinement of the Shannon-McMillan-Breiman theorem
- Markov sequences
- Retarded asymptotic martingale difference sequences
- Continuous parameter stochastic processes
- Appendix 1. The Gaal-Koksma strong law of large numbers
- Appendix 2. An example.