André Dabrowski's work on limit theorems and weak dependence
DOI10.1002/CJS.10025zbMath1195.60048OpenAlexW2039586380MaRDI QIDQ3645625
Publication date: 18 November 2009
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.10025
positive dependencediffusion approximationlaw of the iterated logarithminvariance principlespoint processeslimit theoremsextreme value theorystrong approximationmathematical modellingweak dependence
Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Continuous-time Markov processes on general state spaces (60J25) Classical flows, reactions, etc. in chemistry (92E20) Strong limit theorems (60F15) Biographies, obituaries, personalia, bibliographies (01A70) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Cites Work
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- Dimensions and entropies of strange attractors from a fluctuating dynamics approach
- Normal fluctuations and the FKG inequalities
- Almost sure invariance principles for weakly dependent vector-valued random variables
- Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
- Approximation theorems for independent and weakly dependent random vectors
- Stochastic Models for Transport in a Fluidized Bed
- Association of Random Variables, with Applications
- The two-dimensional Poisson process and extremal processes
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