Strong approximation theorems for geometrically weighted random series and their applications
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Publication:1381562
DOI10.1214/aop/1023481105zbMath0903.60017OpenAlexW2013212303MaRDI QIDQ1381562
Publication date: 5 January 1999
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1023481105
Related Items
A self-normalized law of the iterated logarithm for the geometrically weighted random series ⋮ A nonclassical LIL for geometrically weighted series in Banach space ⋮ A law of the iterated logarithm for geometrically weighted series of negatively associated random variables. ⋮ Functional local law of the iterated logarithm for geometrically weighted random series. ⋮ Generalized LIL for geometrically weighted random series in Banach spaces ⋮ A general LIL for \(B\)-valued geometrically weighted series under dependent assumption ⋮ Compound Poisson approximation to weighted sums of symmetric discrete variables ⋮ Smoothing effect of compound Poisson approximations to the distributions of weighted sums ⋮ Limit theorems for discounted convergent perpetuities ⋮ Limit law and rate of clustering for geometrically weighted random series
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