Strong approximation of very weak Bernoulli processes

DOI10.1007/BF00532160zbMath0507.60016OpenAlexW1976860107MaRDI QIDQ4745047

Ernst Eberlein

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532160

zbMATH Keywords

central limit theoremsvery weak Bernoulli processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Brownian motion (60J65)

Related Items (13)

Portfolio Value-at-Risk with Heavy-Tailed Risk Factors ⋮ On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables ⋮ Mixing Properties of a Class of Bernoulli-Processes ⋮ The Wasserstein distance and approximation theorems ⋮ On weak invariance principles for partial sums ⋮ On a very weak bernoulli condition^† ⋮ Testing for changes in the mean or variance of a stochastic process under weak invariance ⋮ Versik Processes and Very Weak Bernoulli Processes with Summable Rates are Independent ⋮ Strong approximation of continuous time stochastic processes ⋮ Finitely determined processes in metric spaces ⋮ Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series ⋮ Finite-state, stationary, \(\varphi\)-mixing processes which are not very weak Bernoulli with rate \(O(1/n)\) ⋮ Some remarks on coupling of dependent random variables

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