Holderian weak invariance principle under a Hannan type condition
نویسندگان
چکیده
منابع مشابه
A Weak–type Orthogonality Principle
We are interested in the relationships between three different concepts, first and foremost is that of the phase space, by which we generally mean the Euclidean space formed from the cross product of the spatial variable with the dual frequency variable. Next, we want to associate subsets of that space with functions, the subset describing the location of the function in natural ways. And final...
متن کاملIndependence of Four Projective Criteria for the Weak Invariance Principle
Let (Xi)i∈Z be a regular stationary process for a given filtration. The weak invariance principle holds under the condition ∑ i∈Z ‖P0(Xi)‖2 < ∞ (see [11], [2], [3]). In this paper, we show that this criterion is independent of other known criteria: the martingalecoboundary decomposition of Gordin (see [7], [8]), the criterion of Dedecker and Rio (see [4]) and the condition of Maxwell and Woodro...
متن کاملComparison between criteria leading to the weak invariance principle
Abstract. The aim of this paper is to compare various criteria leading to the central limit theorem and the weak invariance principle. These criteria are the martingale-coboundary decomposition developed by Gordin in Dokl. Akad. Nauk SSSR 188 (1969), the projective criterion introduced by Dedecker in Probab. Theory Related Fields 110 (1998), which was subsequently improved by Dedecker and Rio i...
متن کاملLocal Convergence of Newton’s Method Under a Weak Gamma Condition
We provide a local convergence analysis of Newton’s method under a weak gamma condition on a Banach space setting. It turns out that under the same computational cost and weaker hypotheses than in [4], [5], [7], we can obtain a larger radius of convergence and finer estimates on the distances involved. AMS (MOS) Subject Classification Codes: 65G99, 65B05, 47H17, 49M15.
متن کاملAn invariance principle under the total variation distance
Abstract: Let X1,X2, . . . be a sequence of i.i.d. random variables, with mean zero and variance one. Let Wn = (X1 + . . . +Xn)/ √ n. An old and celebrated result of Prohorov [16] asserts that Wn converges in total variation to the standard Gaussian distribution if and only if Wn0 has an absolutely continuous component for some n0. In the present paper, we give yet another proof and extend Proh...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2016
ISSN: 0304-4149
DOI: 10.1016/j.spa.2015.09.001