The invariance principle for dependent random variables
نویسندگان
چکیده
منابع مشابه
Strong invariance principle for dependent random fields
A strong invariance principle is established for random fields which satisfy dependence conditions more general than positive or negative association. We use the approach of Csörgő and Révész applied recently by Balan to associated random fields. The key step in our proof combines new moment and maximal inequalities, established by the authors for partial sums of multiindexed random variables, ...
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We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated logarithm are also obtained under easily verifiable conditions. 1. Introduction. Strong laws of large numbers (SLLN), laws of the iterated logarithm (LIL), centr...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1956
ISSN: 0002-9947
DOI: 10.1090/s0002-9947-1956-0090923-6