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The Resource Almost sure invariance principles for partial sums of weakly dependent random variables, Walter Philipp and William Stout

Almost sure invariance principles for partial sums of weakly dependent random variables, Walter Philipp and William Stout

Label
Almost sure invariance principles for partial sums of weakly dependent random variables
Title
Almost sure invariance principles for partial sums of weakly dependent random variables
Statement of responsibility
Walter Philipp and William Stout
Creator
Contributor
Author
Subject
Language
eng
Summary
A strong revival of interest in the law of the iterated logarithm and related asymptotic fluctuation results has occurred in the last decade, stimulated by two remarkable papers by Volker Strassen. In these papers, Strassen introduces a new method for establishing such fluctuation results for sums of independent random variables and for martingales. Strassen's almost sure invariance principle for martingales states that each martingale satisfying a certain second moment condition is with probability on "close" to a Brownian motion. In this monograph we investigate the asymptotic fluctuation behavior of sums of weakly dependent random variables, such as lacunary trigonometric mixing, and Gaussian sequences
Member of
Cataloging source
E7B
http://library.link/vocab/creatorDate
1936-
http://library.link/vocab/creatorName
Philipp, Walter
Dewey number
  • 510/.8 s
  • 519.2
Index
no index present
LC call number
QA273
LC item number
.P45 1975eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1940-
http://library.link/vocab/relatedWorkOrContributorName
Stout, William F.
Series statement
Memoirs of the American Mathematical Society,
Series volume
volume 2, issue 2, number 161 (July 1975)
http://library.link/vocab/subjectName
  • Random variables
  • Partial sums (Series)
  • Sequences (Mathematics)
  • Stochastic processes
  • Partial sums (Series)
  • Random variables
  • Sequences (Mathematics)
  • Stochastic processes
Label
Almost sure invariance principles for partial sums of weakly dependent random variables, Walter Philipp and William Stout
Instantiates
Publication
Copyright
Note
"Volume 2, issue 2."
Bibliography note
Includes bibliographical references (pages 138-140)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • A refinement of the Shannon-McMillan-Breiman theorem
  • Markov sequences
  • Retarded asymptotic martingale difference sequences
  • Continuous parameter stochastic processes
  • Appendix 1.
  • The Gaal-Koksma strong law of large numbers
  • Appendix 2.
  • An example
  • Introduction
  • Description of the method
  • Lacunary trigonometric series with unweighted summands
  • Stationary [capital Greek] Phi-mixing sequences
  • Gaussian sequences
  • Lacunary trigonometric series with weights
  • Functions of strongly mixing random variables
  • Nonstationary mixing sequences
Control code
884584379
Dimensions
unknown
Extent
1 online resource (145 pages)
Form of item
online
Isbn
9781470405472
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Specific material designation
remote
System control number
(OCoLC)884584379
Label
Almost sure invariance principles for partial sums of weakly dependent random variables, Walter Philipp and William Stout
Publication
Copyright
Note
"Volume 2, issue 2."
Bibliography note
Includes bibliographical references (pages 138-140)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • A refinement of the Shannon-McMillan-Breiman theorem
  • Markov sequences
  • Retarded asymptotic martingale difference sequences
  • Continuous parameter stochastic processes
  • Appendix 1.
  • The Gaal-Koksma strong law of large numbers
  • Appendix 2.
  • An example
  • Introduction
  • Description of the method
  • Lacunary trigonometric series with unweighted summands
  • Stationary [capital Greek] Phi-mixing sequences
  • Gaussian sequences
  • Lacunary trigonometric series with weights
  • Functions of strongly mixing random variables
  • Nonstationary mixing sequences
Control code
884584379
Dimensions
unknown
Extent
1 online resource (145 pages)
Form of item
online
Isbn
9781470405472
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Specific material designation
remote
System control number
(OCoLC)884584379

Library Locations

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      37.955220 -91.772210
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