Holderian Weak Invariance Principle for Stationary Mixing Sequences

被引：0
作者：
Davide Giraudo
机构：
[1] Université de Rouen,LMRS
来源：
Journal of Theoretical Probability | 2017年 / 30卷
关键词：
Invariance principle; Mixing conditions; Strictly stationary process; 60F05; 60F17;
D O I：
暂无
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学科分类号：
摘要：
We provide some sufficient mixing conditions on a strictly stationary sequence in order to guarantee the weak invariance principle in Hölder spaces. Strong mixing and ρ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\rho $$\end{document}-mixing conditions are investigated as well as τ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau $$\end{document}-dependent sequences. The main tools are deviation inequalities for mixing sequences.
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页码：196 / 211
页数：15
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