Pengel, Ardjen; Bierkens, Joris Strong invariance principles for ergodic Markov processes. (English) Zbl 1534.60042 Electron. J. Stat. 18, No. 1, 191-246 (2024). MSC: 60F17 60J25 60F15 60J10 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Hu, Zhishui; Feng, Qunqiang The enhanced strong invariance principle for the elephant random walk. (English) Zbl 07808573 Commun. Stat., Theory Methods 53, No. 3, 834-847 (2024). MSC: 82C41 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Lachièze-Rey, Raphaël; Muirhead, Stephen Asymptotics for the critical level and a strong invariance principle for high intensity shot noise fields. (English) Zbl 07788708 Ann. Inst. Henri Poincaré, Probab. Stat. 59, No. 3, 1375-1397 (2023). MSC: 60K35 60F05 60F15 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hou, Haojie; Ren, Yan-Xia; Song, Renming Invariance principle for the maximal position process of branching Brownian motion in random environment. (English) Zbl 1520.60053 Electron. J. Probab. 28, Paper No. 65, 63 p. (2023). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60J80 60F15 60G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Shen, Guangjun; Xiang, Jie; Wu, Jiang-Lun Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations. (English) Zbl 1532.60129 Appl. Math. Lett. 141, Article ID 108629, 7 p. (2023). MSC: 60H10 60F15 34F05 60F17 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Hafouta, Yeor An almost sure invariance principle for some classes of non-stationary mixing sequences. (English) Zbl 1499.60100 Stat. Probab. Lett. 193, Article ID 109728, 10 p. (2023). MSC: 60F17 60F05 60F15 37A50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bashtova, Elena; Shashkin, Alexey Strong Gaussian approximation for cumulative processes. (English) Zbl 1495.60015 Stochastic Processes Appl. 150, 1-18 (2022). MSC: 60F17 60F15 60G50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Zhen-Qing; Wu, Jing Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions. (English) Zbl 1498.60131 J. Differ. Equations 328, 157-201 (2022). Reviewer: Liya Liu (Chengdu) MSC: 60F17 60F15 58E35 × Cite Format Result Cite Review PDF Full Text: DOI
Carfagnini, Marco An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion. (English) Zbl 1490.60069 Electron. Commun. Probab. 27, Paper No. 20, 7 p. (2022). Reviewer: Peter Kern (Düsseldorf) MSC: 60F17 60F15 60G15 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Xiaoyan; Chen, Zengjing; Ren, Liying An invariance principle of strong law of large numbers under nonadditive probabilities. (English) Zbl 07533674 Commun. Stat., Theory Methods 50, No. 10, 2398-2418 (2021). MSC: 60F15 60F17 60G50 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Swanepoel, Jan W. H. The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator. (English) Zbl 1472.62048 J. Nonparametric Stat. 33, No. 1, 156-169 (2021). MSC: 62G05 62G20 60F15 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Dedecker, Jérôme; Merlevède, Florence Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences. (English) Zbl 1457.60051 Stat. Probab. Lett. 171, Article ID 108991, 9 p. (2021). MSC: 60F17 60F15 60G10 60B12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Cuny, C.; Dedecker, J.; Merlevède, F. Rates of convergence in invariance principles for random walks on linear groups via martingale methods. (English) Zbl 1469.60098 Trans. Am. Math. Soc. 374, No. 1, 137-174 (2021). MSC: 60F17 60G42 60B15 22E40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hsu, Sze-Bi; Jiang, Jifa A spatio-temporal model of drug resistance in bacteria with mutations. (English) Zbl 1458.35056 Rend. Ist. Mat. Univ. Trieste 52, 151-161 (2020). MSC: 35B40 35B50 35K57 37C65 92D25 × Cite Format Result Cite Review PDF Full Text: DOI Link
Brouste, Alexandre; Cai, Chunhao; Soltane, Marius; Wang, Longmin Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise. (English) Zbl 1451.62097 Stat. Inference Stoch. Process. 23, No. 2, 301-318 (2020). Reviewer: Kévin Allan Sales Rodrigues (São Paulo) MSC: 62M10 62F03 60H40 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Cuny, Christophe; Dedecker, Jerome; Korepanov, A.; Merlevède, Florence Rates in almost sure invariance principle for slowly mixing dynamical systems. (English) Zbl 1448.37008 Ergodic Theory Dyn. Syst. 40, No. 9, 2317-2348 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 37E05 60F17 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Papageorgiou, Nikolaos S.; Vetro, Calogero; Vetro, Francesca Multiple solutions with sign information for a \(( p, 2)\)-equation with combined nonlinearities. (English) Zbl 1436.35117 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 192, Article ID 111716, 25 p. (2020). Reviewer: Patrick Winkert (Berlin) MSC: 35J20 35J60 58E05 × Cite Format Result Cite Review PDF Full Text: DOI
Cuny, C.; Dedecker, J.; Korepanov, A.; Merlevède, F. Rates in almost sure invariance principle for quickly mixing dynamical systems. (English) Zbl 1434.60104 Stoch. Dyn. 20, No. 1, Article ID 2050002, 28 p. (2020). MSC: 60F17 37E05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Yanyan; Wang, Bo Strong comparison principles for some nonlinear degenerate elliptic equations. (English) Zbl 1438.35144 Acta Math. Sci., Ser. B, Engl. Ed. 38, No. 5, 1583-1590 (2018). MSC: 35J60 35J70 35B51 35B65 35D40 53C21 58J70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dierickx, Gauthier; Einmahl, Uwe A general Darling-Erdős theorem in Euclidean space. (English) Zbl 1429.60029 J. Theor. Probab. 31, No. 2, 1142-1165 (2018). MSC: 60F05 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gorin, Vadim; Shkolnikov, Mykhaylo Stochastic Airy semigroup through tridiagonal matrices. (English) Zbl 1430.60011 Ann. Probab. 46, No. 4, 2287-2344 (2018). MSC: 60B20 15B52 60H25 47D08 60J55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Bender, Christian; Parczewski, Peter Discretizing Malliavin calculus. (English) Zbl 1391.60129 Stochastic Processes Appl. 128, No. 8, 2489-2537 (2018). MSC: 60H07 60H05 60F25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cuny, Christophe; Dedecker, Jérôme; Merlevède, Florence On the Komlós, Major and Tusnády strong approximation for some classes of random iterates. (English) Zbl 1384.60071 Stochastic Processes Appl. 128, No. 4, 1347-1385 (2018). MSC: 60F17 60G10 60J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Takahashi, Hiroshi; Yoshihara, Ken-ichi Approximation of solutions of multi-dimensional linear stochastic differential equations defined by weakly dependent random variables. (English) Zbl 1426.39020 AIMS Math. 2, No. 3, 377-384 (2017). MSC: 39A50 60H10 91G60 65L12 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Xiaoyin; Doukhan, Paul; Feugeas, Jean-Paul Statistical inference for DNA sequences of promoters: a non-stationary qualitative model. (English) Zbl 1369.62296 Statistics 51, No. 1, 154-166 (2017). MSC: 62P10 62M10 62G10 62G20 92D20 × Cite Format Result Cite Review PDF Full Text: DOI
Berkes, István Strong approximation of the St. Petersburg game. (English) Zbl 1366.60067 Statistics 51, No. 1, 3-10 (2017). MSC: 60F15 60F17 60G50 × Cite Format Result Cite Review PDF Full Text: DOI Link
Ge, Hao; Jia, Chen; Jiang, Da-Quan Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle. (English) Zbl 1367.60100 Stochastic Processes Appl. 127, No. 6, 1897-1925 (2017). MSC: 60J60 60J65 60F17 60F05 60F15 60F10 58J65 82C31 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Steland, Ansgar Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen. (English) Zbl 1419.60027 Sequential Anal. 36, No. 1, 30-32 (2017). MSC: 60F15 60F17 60G40 62L10 × Cite Format Result Cite Review PDF Full Text: DOI
Joseph, Mathew; Khoshnevisan, Davar; Mueller, Carl Strong invariance and noise-comparison principles for some parabolic stochastic PDEs. (English) Zbl 1367.60082 Ann. Probab. 45, No. 1, 377-403 (2017). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60F17 60H40 35R60 35K57 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Einmahl, Uwe Law of the iterated logarithm type results for random vectors with infinite second moments. (English) Zbl 1370.60051 Math. Appl. (Warsaw) 44, No. 1, 167-181 (2016). MSC: 60F15 60F17 60B12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Basrak, Bojan; Tafro, Azra A complete convergence theorem for stationary regularly varying multivariate time series. (English) Zbl 1357.60034 Extremes 19, No. 3, 549-560 (2016). MSC: 60F15 60F17 62M10 60G70 60G55 60G10 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wei, Ran On the long-range directed polymer model. (English) Zbl 1355.82070 J. Stat. Phys. 165, No. 2, 320-350 (2016). MSC: 82D60 60K35 82B44 82B41 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Giraudo, Davide Integrability conditions on coboundary and transfer function for limit theorems. (English) Zbl 1337.60041 ALEA, Lat. Am. J. Probab. Math. Stat. 13, No. 1, 399-415 (2016). MSC: 60F17 60F15 60F05 60G10 60G42 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Bambi, Cosimo; Dolgov, Alexandre Dmitrievich Introduction to particle cosmology. The standard model of cosmology and its open problems. (English) Zbl 1334.85001 Unitext for Physics. Berlin: Springer (ISBN 978-3-662-48077-9/hbk; 978-3-662-48078-6/ebook). xi, 251 p. (2016). Reviewer: Claudia-Veronika Meister (Darmstadt) MSC: 85-02 85A40 83F05 81V25 83C55 83D05 85A25 83C35 81V05 81T20 83C40 83C75 83C57 53Z05 83C10 80A10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Yang; Zhang, Li-Xin On the almost sure invariance principle for dependent Bernoulli random variables. (English) Zbl 1329.60081 Stat. Probab. Lett. 107, 264-271 (2015). MSC: 60F17 60F15 60F05 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Li-Xin; Zhang, Yang Asymptotics for a class of dependent random variables. (English) Zbl 1329.60049 Stat. Probab. Lett. 105, 47-56 (2015). MSC: 60F05 60F15 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Huveneers, François; Simenhaus, François Random walk driven by simple exclusion process. (English) Zbl 1328.60227 Electron. J. Probab. 20, Paper No. 105, 42 p. (2015). MSC: 60K37 60G50 60K35 60F15 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wu, PanYu; Chen, ZengJing Invariance principles for the law of the iterated logarithm under \(G\)-framework. (English) Zbl 1327.60087 Sci. China, Math. 58, No. 6, 1251-1264 (2015). MSC: 60F17 60F15 60G50 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ren, Jiagang; Wu, Jing; Zhang, Hua General large deviations and functional iterated logarithm law for multivalued stochastic differential equations. (English) Zbl 1327.60121 J. Theor. Probab. 28, No. 2, 550-586 (2015). MSC: 60H10 60F10 60H99 60F17 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Merlevède, Florence; Rio, Emmanuel Strong approximation for additive functionals of geometrically ergodic Markov chains. (English) Zbl 1327.60085 Electron. J. Probab. 20, Paper No. 14, 27 p. (2015). MSC: 60F17 60F15 60J05 60J55 60K15 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Li-Xin Donsker’s invariance principle under the sub-linear expectation with an application to Chung’s law of the iterated logarithm. (English) Zbl 1321.60067 Commun. Math. Stat. 3, No. 2, 187-214 (2015). MSC: 60F17 60F15 60F05 60F99 60F10 60G48 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Berkes, I.; Tichy, R. On permutation-invariance of limit theorems. (English) Zbl 1328.60084 J. Complexity 31, No. 3, 372-379 (2015). MSC: 60F15 60F05 42A55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cuny, Christophe; Merlevède, Florence Strong invariance principles with rate for “reverse” martingale differences and applications. (English) Zbl 1353.60031 J. Theor. Probab. 28, No. 1, 137-183 (2015). Reviewer: Hans Crauel (Frankfurt am Main) MSC: 60F17 30C30 37E05 60G48 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Cuny, Christophe A compact LIL for martingales in \(2\)-smooth Banach spaces with applications. (English) Zbl 1321.60057 Bernoulli 21, No. 1, 374-400 (2015). Reviewer: Neville Weber (Sydney) MSC: 60F15 60F17 60G42 60B12 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Seol, Youngsoo Limit theorems for discrete Hawkes processes. (English) Zbl 1315.60058 Stat. Probab. Lett. 99, 223-229 (2015). MSC: 60G55 60F05 60F15 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Zinchenko, Nadiia Almost sure approximation of the superposition of the random processes. (English) Zbl 1316.60044 Methodol. Comput. Appl. Probab. 17, No. 1, 235-250 (2015). Reviewer: Edward Omey (Brussels) MSC: 60F15 60F17 60G51 60G52 60G50 60K05 60K25 60K10 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Ma, Tian; Wang, Shouhong Unified field equations coupling four forces and principle of interaction dynamics. (English) Zbl 1303.81241 Discrete Contin. Dyn. Syst. 35, No. 3, 1103-1138 (2015). MSC: 81V22 81T13 81R40 83F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zinchenko, N. M. Strong limit theorems for the risk process with stochastic premiums. (English) Zbl 1321.60062 Markov Process. Relat. Fields 20, No. 3, 527-544 (2014). Reviewer: Petr Lachout (Praha) MSC: 60F15 60F17 60G50 60G52 91B30 62P05 × Cite Format Result Cite Review PDF
Den Hollander, F.; Dos Santos, R. S. Scaling of a random walk on a supercritical contact process. (English. French summary) Zbl 1322.60020 Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 4, 1276-1300 (2014). MSC: 60F15 60G50 60K37 60K35 60F17 60F05 60F10 82B41 82C22 82C44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Ma, Tian; Wang, Shouhong Unified field theory and principle of representation invariance. (English) Zbl 1298.83121 Appl. Math. Optim. 69, No. 3, 359-392 (2014). MSC: 83E30 81V22 83D05 81V05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dedecker, Jérôme; Merlevède, Florence; Peligrad, Magda A quenched weak invariance principle. (English. French summary) Zbl 1304.60031 Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 3, 872-898 (2014). Reviewer: Edward Omey (Brussels) MSC: 60F05 60F17 60J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Berkes, István; Liu, Weidong; Wu, Wei Biao Komlós-Major-Tusnády approximation under dependence. (English) Zbl 1308.60037 Ann. Probab. 42, No. 2, 794-817 (2014). Reviewer: Jurgita Markeviciute (Vilnius) MSC: 60F17 60G10 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Cuny, Christophe; Merlevède, Florence On martingale approximations and the quenched weak invariance principle. (English) Zbl 1354.60031 Ann. Probab. 42, No. 2, 760-793 (2014). MSC: 60F25 60G42 60G10 60F17 60F05 60F10 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Moon, Hee-Jin; Sung, Soo Hak; Choi, Yong-Kab A self-normalized invariance principle for a \(\phi\)-mixing sequence. (English) Zbl 1324.60034 Period. Math. Hung. 66, No. 2, 149-157 (2013). MSC: 60F15 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Krykun, I. H. Functional law of the iterated logarithm type for a skew Brownian motion. (English. Ukrainian original) Zbl 1309.60031 Theory Probab. Math. Stat. 87, 79-98 (2013); translation from Teor. Jmovirn. Mat. Stat. 87, 71-88 (2012). MSC: 60F17 60F15 60F10 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Zaitsev, A. Yu. The accuracy of strong Gaussian approximation for sums of independent random vectors. (English. Russian summary) Zbl 1287.60044 Russ. Math. Surv. 68, No. 4, 721-761 (2013); translation from Usp. Mat. Nauk 68, No. 4, 129-172 (2013). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F17 60G50 × Cite Format Result Cite Review PDF Full Text: DOI
Kortchemski, Igor A simple proof of Duquesne’s theorem on contour processes of conditioned Galton-Watson trees. (English) Zbl 1286.60087 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLV. Cham: Springer (ISBN 978-3-319-00320-7/pbk; 978-3-319-00321-4/ebook). Lecture Notes in Mathematics 2078. Séminaire de Probabilités, 537-558 (2013). Reviewer: P. R. Parthasarathy (Chennai) MSC: 60J80 60F15 60G52 60C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dedecker, Jérôme; Merlevède, Florence; Pène, Françoise Rates of convergence in the strong invariance principle for non-adapted sequences application to ergodic automorphisms of the torus. (English) Zbl 1278.60064 Houdré, Christian (ed.) et al., High dimensional probability VI. The Banff volume. Proceedings of the sixth high dimensional probability conference (HDP VI), Banff, Canada, October 9–14, 2011. Basel: Birkhäuser (ISBN 978-3-0348-0489-9/hbk; 978-3-0348-0490-5/ebook). Progress in Probability 66, 113-138 (2013). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 37D30 60F15 60F99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Révész, Pál Random walk in random and non-random environments. 3rd revised ed. (English) Zbl 1283.60007 Hackensack, NJ: World Scientific (ISBN 978-981-4447-50-8/hbk; 978-981-4447-52-2/ebook). xviii, 402 p. (2013). Reviewer: Nicolas Perkowski (Berlin) MSC: 60-02 60G50 60K37 60F15 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Kyritsi, Sophia Th.; Papageorgiou, Nikolaos S. Multiple solutions for nonlinear elliptic equations with an asymmetric reaction term. (English) Zbl 1266.35037 Discrete Contin. Dyn. Syst. 33, No. 6, 2469-2494 (2013). MSC: 35J25 58E05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhao, Zhibiao; Li, Xiaoye Inference for modulated stationary processes. (English) Zbl 1259.62077 Bernoulli 19, No. 1, 205-227 (2013). MSC: 62M09 62M07 62F10 60F05 62G09 60F17 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Lin, Zheng-Yan; Liu, Weidong \(m\)-dependence approximation for dependent random variables. (English) Zbl 1327.60083 Barbour, Andrew D. (ed) et al., Probability approximations and beyond. Papers based on the presentations at the conference, Singapore, June 25–26, 2010 to honor Louis Chen on his 70th birthday. New York, NY: Springer (ISBN 978-1-4614-1965-5/hbk; 978-1-4614-1966-2/ebook). Lecture Notes in Statistics 205, 117-133 (2012). Reviewer: Dongsheng Tu (Kingston) MSC: 60F17 60F15 62M10 62G07 × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Weiwei; Hao, Fei; Chen, Xia Adaptive synchronization of asymmetric coupled networks with multiple coupling delays. (English) Zbl 1277.93041 Int. J. Gen. Syst. 41, No. 4, 409-431 (2012). MSC: 93C40 93B35 93A15 93C15 93D05 × Cite Format Result Cite Review PDF Full Text: DOI
Dedecker, J.; Gouëzel, S.; Merlevède, F. The almost sure invariance principle for unbounded functions of expanding maps. (English) Zbl 1359.37091 ALEA, Lat. Am. J. Probab. Math. Stat. 9, No. 1, 141-163 (2012). MSC: 37E05 37C30 60F15 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Haydn, Nicolai The central limit theorem for uniformly strong mixing measures. (English) Zbl 1318.60030 Stoch. Dyn. 12, No. 4, Paper No. 1250006, 31 p. (2012). MSC: 60F05 60F17 60F15 37A50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jirak, Moritz Change-point analysis in increasing dimension. (English) Zbl 1253.60028 J. Multivariate Anal. 111, 136-159 (2012). Reviewer: Josef Steinebach (Köln) MSC: 60F05 60F15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Dedecker, Jérôme; Doukhan, Paul; Merlevède, Florence Rates of convergence in the strong invariance principle under projective criteria. (English) Zbl 1245.60040 Electron. J. Probab. 17, Paper No. 16, 31 p. (2012). MSC: 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nguyen, Son Luu; Yin, Gang George Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations. (English) Zbl 1239.65004 Nonlinear Anal., Real World Appl. 13, No. 3, 1170-1185 (2012). MSC: 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Arnaudon, Marc; Dombry, Clément; Phan, Anthony; Yang, Le Stochastic algorithms for computing means of probability measures. (English) Zbl 1262.60073 Stochastic Processes Appl. 122, No. 4, 1437-1455 (2012). Reviewer: Jean Picard (Aubière) MSC: 60J22 58C35 60J05 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Garzón, Johanna; Torres, Soledad; Tudor, Ciprian A. A strong convergence to the Rosenblatt process. (English) Zbl 1248.60043 J. Math. Anal. Appl. 391, No. 2, 630-647 (2012). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60G18 60H05 60F15 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nguyen, Son Luu; Yin, G. Pathwise convergence rate for numerical solutions of stochastic differential equations. (English) Zbl 1246.65018 IMA J. Numer. Anal. 32, No. 2, 701-723 (2012). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H10 60H35 34F05 65L05 65L20 × Cite Format Result Cite Review PDF Full Text: DOI
Wendler, Martin \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data. (English) Zbl 1236.62041 Stochastic Processes Appl. 122, No. 3, 787-807 (2012). MSC: 62G20 60F17 60F05 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Merlevède, Florence; Rio, Emmanuel Strong approximation of partial sums under dependence conditions with application to dynamical systems. (English) Zbl 1230.60034 Stochastic Processes Appl. 122, No. 1, 386-417 (2012). MSC: 60F17 37E05 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Berkes, István; Hörmann, Siegfried; Schauer, Johannes Split invariance principles for stationary processes. (English) Zbl 1236.60037 Ann. Probab. 39, No. 6, 2441-2473 (2011). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60F17 60G10 60G17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Götze, F.; Zaitsev, A. Yu. Estimates for the rate of strong approximation in Hilbert space. (English. Russian original) Zbl 1235.60028 Sib. Math. J. 52, No. 4, 628-638 (2011); translation from Sib. Mat. Zh. 52, No. 4, 796-808 (2011). Reviewer: Tadeusz Inglot (Wrocław) MSC: 60F17 60B12 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Qiu, Jin; Lin, Zhengyan The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations. (English) Zbl 1218.60018 Sci. China, Math. 54, No. 1, 117-132 (2011). MSC: 60F05 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Cai, Guang-hui A strong invariance principle for negatively associated random fields. (English) Zbl 1224.60008 Czech. Math. J. 61, No. 1, 27-40 (2011). MSC: 60B10 60F15 60F17 60G60 × Cite Format Result Cite Review PDF Full Text: DOI EuDML Link
Fu, Ke-Ang An almost sure invariance principle for trimmed sums of random vectors. (English) Zbl 1271.60051 Proc. Indian Acad. Sci., Math. Sci. 120, No. 5, 611-618 (2010). MSC: 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Berthet, Philippe Functional Chung laws for small increments of the empirical process and a lowerbound in the strong invariance principle. (English) Zbl 1240.60102 Period. Math. Hung. 61, No. 1-2, 67-102 (2010). Reviewer: Wieslaw Dziubdziela (Kielce) MSC: 60F17 62G30 60G17 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Gonchigdanzan, Khurelbaatar Almost sure functional limit theorem for the product of partial sums. (English) Zbl 1213.60060 ESAIM, Probab. Stat. 14, 338-342 (2010). MSC: 60F15 60F17 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Zinchenko, N. M. Strong invariance principle for a superposition of random processes. (English) Zbl 1224.60062 Theory Stoch. Process. 16, No. 1, 130-138 (2010). MSC: 60F17 60F15 60G52 60G50 × Cite Format Result Cite Review PDF
Choi, Yong-Kab; Moon, Hee-Jin Self-normalized weak limit theorems for a \(\phi\)-mixing sequence. (English) Zbl 1253.60036 Bull. Korean Math. Soc. 47, No. 6, 1139-1153 (2010). Reviewer: Herold Dehling (Bochum) MSC: 60F15 60F17 × Cite Format Result Cite Review PDF Full Text: DOI Link
Dedecker, J.; Gouëzel, S.; Merlevède, F. Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains. (English) Zbl 1206.60032 Ann. Inst. Henri Poincaré, Probab. Stat. 46, No. 3, 796-821 (2010). Reviewer: Ferenc Móricz (Szeged) MSC: 60F15 60F17 37E05 37C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv EuDML
Gouëzel, Sébastien Almost sure invariance principle for dynamical systems by spectral methods. (English) Zbl 1207.60026 Ann. Probab. 38, No. 4, 1639-1671 (2010). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 37C30 60G10 60F15 60J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Götze, F.; Zaitsev, A. Yu. Bounds for the rate of strong approximation in the multidimensional invariance principle. (English. Russian original) Zbl 1196.60053 Theory Probab. Appl. 53, No. 1, 59-80 (2009); translation from Teor. Veroyatn. Primen. 53, No. 1, 100-123 (2008). Reviewer: Ken-ichi Yoshihara (Tokyo) MSC: 60F17 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Wensheng A strong invariance principle for negatively associated Gaussian sequences. (Chinese. English summary) Zbl 1199.60021 Acta Math. Sin., Chin. Ser. 52, No. 4, 631-640 (2009). MSC: 60B10 60F15 60F17 × Cite Format Result Cite Review PDF
Yang, Guangyu; Miao, Yu; Hu, Dihe Strassen’s invariance principle for random walk in random environment. (Chinese. English summary) Zbl 1199.60348 Acta Math. Sin., Chin. Ser. 52, No. 3, 483-494 (2009). MSC: 60K37 60F15 × Cite Format Result Cite Review PDF Full Text: arXiv
Csáki, Endre; Földes, Antónia; Révész, Pál Transient nearest neighbor random walk and Bessel process. (English) Zbl 1181.60045 J. Theor. Probab. 22, No. 4, 992-1009 (2009). MSC: 60F17 60F15 60J10 60J55 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sharipov, O. Sh. Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes. (English) Zbl 1181.60047 Lith. Math. J. 49, No. 2, 203-215 (2009). MSC: 60F17 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Suquet, Charles Reproducing kernel Hilbert spaces and random measures. (English) Zbl 1195.60072 Begehr, H. G. W. (ed.) et al., More progresses in analysis. Proceedings of the 5th international ISAAC congress, Catania, Italy, July 25–30, 2005. Hackensack, NJ: World Scientific (ISBN 978-981-283-562-8/hbk). 143-152 (2009). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G57 46E22 60F17 62G10 60B10 60B12 60F15 × Cite Format Result Cite Review PDF
Settati, Adel Gaussian approximation of the empirical process under random entropy conditions. (English) Zbl 1162.60315 Stochastic Processes Appl. 119, No. 5, 1541-1560 (2009). MSC: 60F15 60F05 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Merlevède, Florence; Peligrad, Magda Functional moderate deviations for triangular arrays and applications. (English) Zbl 1162.60313 ALEA, Lat. Am. J. Probab. Math. Stat. 5, 3-20 (2009). MSC: 60F10 60G50 × Cite Format Result Cite Review PDF Full Text: arXiv
Liu, Weidong; Lin, Zhengyan Strong approximation for a class of stationary processes. (English) Zbl 1157.60311 Stochastic Processes Appl. 119, No. 1, 249-280 (2009). MSC: 60F17 60F05 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Zinchenko, Nadiia; Andrusiv, Andrii Risk process with stochastic premiums. (English) Zbl 1224.91102 Theory Stoch. Process. 14, No. 3-4, 189-208 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60F17 60F15 60G52 60G50 × Cite Format Result Cite Review PDF
Zinchenko, Nadiia; Safonova, Marina Erdös-Rényi type law for random sums with applications to claim amount process. (English) Zbl 1164.60020 Zh. Obchysl. Prykl. Mat. 96, No. 1, 246-264 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60F17 60F15 60G52 × Cite Format Result Cite Review PDF
Doukhan, Paul; Wintenberger, Olivier Weakly dependent chains with infinite memory. (English) Zbl 1166.60031 Stochastic Processes Appl. 118, No. 11, 1997-2013 (2008). Reviewer: Alexander V. Bulinski (Moskva) MSC: 60G99 62M10 91B62 60K35 60F05 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Chen, Pingyan; Wang, Dingcheng Convergence rates for probabilities of moderate deviations for moving average processes. (English) Zbl 1159.60015 Acta Math. Sin., Engl. Ser. 24, No. 4, 611-622 (2008). Reviewer: Peter Becker-Kern (Dortmund) MSC: 60F15 60G50 × Cite Format Result Cite Review PDF Full Text: DOI
Zinchenko, Nadiia Strong invariance principle for renewal and randomly stopped processes. (English) Zbl 1164.60019 Theory Stoch. Process. 13, No. 29, Part 4, 233-246 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60F17 60F15 60G52 60G50 × Cite Format Result Cite Review PDF
Shashkin, A. P. Strong Gaussian approximation of an associated random field. (English. Russian original) Zbl 1143.60026 Russ. Math. Surv. 62, No. 5, 1012-1014 (2007); translation from Usp. Mat. Nauk 62, No. 5, 171-172 (2007). Reviewer: Michael Högele (Berlin) MSC: 60F15 60G60 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Franke, Brice A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise. (English) Zbl 1144.60025 J. Theor. Probab. 20, No. 4, 1087-1100 (2007). Reviewer: Tadeusz Inglot (Wrocław) MSC: 60F17 60J60 60H15 60G52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv