Almost sure invariance principles for partial sums of weakly dependent random variables / [electronic resource] Walter Philipp and William Stout.
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TextSeries: Memoirs of the American Mathematical Society ; no. 161.Publication details: Providence, R.I. : American Mathematical Society, 1975Description: 1 online resource (iv, 140 p.)ISBN: 9781470405472 (online)Subject(s): Random variables | Partial sums (Series) | Sequences (Mathematics) | Stochastic processesAdditional physical formats: Almost sure invariance principles for partial sums of weakly dependent random variables /DDC classification: 510/.8 s | 519.2 LOC classification: QA3 | .A57 no. 161 | QA273Online resources: Contents | Contents 
E-BOOKS
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|---|---|---|---|---|---|---|---|
| IMSc Library | IMSc Library | Link to resource | Available | EBK12614 |
"Volume 2, issue 2."
Bibliography: p. 138-140.
1. Introduction 2. Description of the method 3. Lacunary trigonometric series with unweighted summands 4. Stationary $\phi $-mixing sequences 5. Gaussian sequences 6. Lacunary trigonometric series with weights 7. Functions of strongly mixing random variables 8. Nonstationary mixing sequences 9. A refinement of the Shannon-McMillan-Breiman theorem 10. Markov sequences 11. Retarded asymptotic martingale difference sequences 12. Continuous parameter stochastic processes Appendix I. The Gaal-Koksma strong law of large numbers Appendix I. An example
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Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012
Mode of access : World Wide Web
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