Invariance principles for logarithmic averages
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Publication:4034731
DOI10.1017/S0305004100070870zbMath0766.60038OpenAlexW2084320447MaRDI QIDQ4034731
Publication date: 16 May 1993
Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0305004100070870
almost sure central limit theoremOrnstein-Uhlenbeck processestwo-parameter processtwo-parameter Gaussian process
Related Items (19)
The law of large numbers with exceptional sets ⋮ On almost sure local and global central limit theorems ⋮ The logarithmic average of sample extremes is asymptotically normal. ⋮ A universal result in almost sure central limit theory. ⋮ On the logarithmic average of additive functionals ⋮ Between local and global logarithmic averages ⋮ Weight functions and pathwise local central limit theorems ⋮ Some distributional limit theorems for the maxima of Gaussian vector sequences ⋮ A strong approximation for logarithmic averages of partial sums of random variables ⋮ On the logarithmic average of iterated processes ⋮ Théorèmes limites avec poids pour les martingales vectorielles ⋮ On almost sure max-limit theorems ⋮ Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion ⋮ On the random functional central limit theorems with almost sure convergence for subsequences ⋮ An extension of almost sure central limit theory ⋮ Refinement of the almost sure central limit theorem for associated processes ⋮ Almost sure central limit theorems for heavily trimmed sums ⋮ Logarithmic averages of stable random variables are asymptotically normal ⋮ Almost sure central limit theorems for m-dependent random variables
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- An approximation of partial sums of independent RV's, and the sample DF. II
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Energy and the law of the interated logarithm.
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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