Almost Sure Invariance Principles for Partial Sums of Weakly Dependent Random Variables.
- 1st ed.
- 1 online resource (145 pages)
- Memoirs of the American Mathematical Society ; v.2 .
- Memoirs of the American Mathematical Society .
Intro -- Table of Contents -- Chapter 1. Introduction -- Chapter 2. Description of the Method -- Chapter 3. Lacunary Trigonometric Series with Unweighted Summands -- Chapter 4. Stationary Φ-mixing Sequences -- Chapter 5. Gaussian Sequences -- Chapter 6. Lacunary Trigonometric Series with Weights -- Chapter 7. Functions of Strongly Mixing Random Variables -- Chapter 8. Nonstationary Mixing Sequences -- Chapter 9. A Refinement of the Shannon-McMillan-Breiman Theorem -- Chapter 10. Markov Sequences -- Chapter 11. Retarded Asymptotic Martingale Difference Sequences -- Chapter 12. Continuous Parameter Stochastic Processes -- Appendix 1. The Gaal-Koksma Strong Law of Large Numbers -- Appendix 2. An Example -- References.
9781470405472
Random variables. Partial sums (Series). Sequences (Mathematics). Stochastic processes.