Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
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Publication:756232
DOI10.1007/BF01418867zbMath0722.60006MaRDI QIDQ756232
Publication date: 1991
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
strong approximationvector-valued martingalesstrong invariance principlesmixture of Gaussian distributions
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Cites Work
- Strong approximation of continuous time stochastic processes
- On strong invariance principles under dependence assumptions
- A note on the almost sure approximation of weakly dependent random variables
- Approximation theorems for independent and weakly dependent random vectors
- Invariance principles for sums of Banach space valued random elements and empirical processes
- An almost sure Invariance Principle for Hilbert Space Valued Martingales
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