Titlebook: Asymptotic Theory of Weakly Dependent Random Processes; Emmanuel Rio Book 2017 Springer-Verlag GmbH Germany 2017 60-01, 60F05, 60F15, 60F1

爭(zhēng)吵加

https://doi.org/10.1007/978-3-642-45479-0One of the most popular techniques to obtain limit theorems for dependent processes is to replace the initial sequence by a sequence with finite range dependence.

領(lǐng)先

Endoscope

David M. Williams,Malte C. EbachIn this chapter we are interested in functional limit theorems for the empirical distribution function associated to a stationary and strongly mixing sequence of random variables with values in ..

外面

Alcove

The Variance of Partial Sums,In order to study the deviation and the limiting distribution of a partial sum of real-valued random variables, one of the main steps is to study the variance of this sum.

Etching

Algebraic Moments, Elementary Exponential Inequalities,In this chapter, we start by giving upper bounds for algebraic moments of partial sums from a strongly mixing sequence. These inequalities are similar to Rosenthal’s inequalities (Rosenthal, Israel J Math, 8:273–303, 1970) concerning moments of sums of independent random variables.

Nonporous

Maximal Inequalities and Strong Laws,In this chapter, we are interested in extensions of the classical maximal inequalities of Kolmogorov and Doob to weakly dependent sequences. Here we adapt previously known tools to the context of weakly dependent sequences. In Sect.?., we give a maximal inequality for second-order moments of the maximum of partial sums.

不愛防注射

Mixing and Coupling,One of the most popular techniques to obtain limit theorems for dependent processes is to replace the initial sequence by a sequence with finite range dependence.

閑蕩

bromide

Empirical Distribution Functions,In this chapter we are interested in functional limit theorems for the empirical distribution function associated to a stationary and strongly mixing sequence of random variables with values in ..