Strong invariance principles for dependent random variables
نویسندگان
چکیده
منابع مشابه
Strong Invariance Principles for Dependent Random Variables
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: The Annals of Probability
سال: 2007
ISSN: 0091-1798
DOI: 10.1214/009117907000000060