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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Philipp, Walter, 1936- (Author), Stout, William F., 1940- (Author)
Format: Electronic eBook
Language:Inglés
Published: Providence, Rhode Island : American Mathematical Society, [1975]
Series:Memoirs of the American Mathematical Society ; no. 161.
Subjects:
Random variables.
Partial sums (Series)
Sequences (Mathematics)
Stochastic processes.
Stochastic Processes
Variables aléatoires.
Sommes partielles (Séries)
Suites (Mathématiques)
Processus stochastiques.
Random variables
Stochastic processes
Online Access:Texto completo
Description
Summary: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.
Item Description:"Volume 2, issue 2."
Physical Description:1 online resource (145 pages)
Bibliography:Includes bibliographical references (pages 138-140).
ISBN:9781470405472
1470405474
ISSN:0065-9266 ;
0065-9266

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