AbstractAn almost sure invariance principle for stationary mixing sequences of random variables with mean zero and finite variance is obtained when the mixing rate satisfies Σnø12(2n) < ∞ or ρ(n)= O(log−r n) for some r > 1. A similar result is also given under a higher moment condition
22 pagesInternational audienceWe provide some sufficient mixing conditions on a strictly stationary ...
the almost sure invariance principle for stationary sequences of Hilbert-valued random variable
International audienceWe prove an invariance principle for non-stationary random processes and estab...
An almost sure invariance principle for stationary mixing sequences of random variables with mean ze...
We improve an almost sure invariance principle for f-mixing sequences of real random variables with ...
Let ＄￥{￥xi_{i}￥}＄ be a strictly stationary sequence of random variables which are distributed unifor...
We prove an almost sure central limit theorem (ASCLT) for strongly mixing sequence of random variabl...
In [1], the authors gave an example of absolutely regular strictly stationary process which satisfie...
In this article we give a necessary and sufficient condition for a self-normalized weak invariance p...
AbstractThe almost sure invariance principle for some degenerate U-statistics of degree two is consi...
12 pagesInternational audienceIn 1983, N. Herrndorf proved that for a $\phi$-mixing sequence satisfy...
In this note we (in particular) prove an almost sure invariance principle (ASIP) for non-stationary ...
We prove an almost sure central limit theorem (ASCLT) for strongly mixing sequence of random variabl...
AbstractLet X1,X2,… be a strictly stationary sequence of ρ-mixing random variables with mean zeros a...
International audienceWe prove the one-dimensional almost sure invariance principle with essentially...
22 pagesInternational audienceWe provide some sufficient mixing conditions on a strictly stationary ...
the almost sure invariance principle for stationary sequences of Hilbert-valued random variable
International audienceWe prove an invariance principle for non-stationary random processes and estab...
An almost sure invariance principle for stationary mixing sequences of random variables with mean ze...
We improve an almost sure invariance principle for f-mixing sequences of real random variables with ...
Let ＄￥{￥xi_{i}￥}＄ be a strictly stationary sequence of random variables which are distributed unifor...
We prove an almost sure central limit theorem (ASCLT) for strongly mixing sequence of random variabl...
In [1], the authors gave an example of absolutely regular strictly stationary process which satisfie...
In this article we give a necessary and sufficient condition for a self-normalized weak invariance p...
AbstractThe almost sure invariance principle for some degenerate U-statistics of degree two is consi...
12 pagesInternational audienceIn 1983, N. Herrndorf proved that for a $\phi$-mixing sequence satisfy...
In this note we (in particular) prove an almost sure invariance principle (ASIP) for non-stationary ...
We prove an almost sure central limit theorem (ASCLT) for strongly mixing sequence of random variabl...
AbstractLet X1,X2,… be a strictly stationary sequence of ρ-mixing random variables with mean zeros a...
International audienceWe prove the one-dimensional almost sure invariance principle with essentially...
22 pagesInternational audienceWe provide some sufficient mixing conditions on a strictly stationary ...
the almost sure invariance principle for stationary sequences of Hilbert-valued random variable
International audienceWe prove an invariance principle for non-stationary random processes and estab...
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