Related papers: A strong invariance principle for nonconventional …
We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
We prove a strong invariance principle for the sums PN k=1 f(nkx), where f is a smooth periodic function on R and (nk)k?1 is an increasing random sequence. Our results show that in contrast to the classical Salem-Zygmund theory, the…
Let $f(n)$ be a strongly additive complex valued arithmetic function. Under mild conditions on $f$, we prove the following weighted strong law of large numbers: if $ X,X_1,X_2,... $ is any sequence of integrable i.i.d. random variables,…
We provide conditions which yield a strong law of large numbers for expressions of the form $1/N\sum_{n=1}^{N}F\big(X(q_1(n)),..., X(q_\ell(n))\big)$ where $X(n),n\geq 0$'s is a sufficiently fast mixing vector process with some moment…
We obtain strong invariance principles for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu/2}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…
In this paper we investigate some strong convergence theorems for partial sums with respect to Vilenkin system.
This note investigates invariance principles for sums of N(nt) iid radom variables, where n is an integer, t is a positive real number and N(u) is a stochastic process with nonnegative integer values. We show that the sequence of sums of…
In this paper we investigate some strong convergence theorems for partial sums with respect to Vilenkin system.
Strong invariance principles describe the error term of a Brownian approximation of the partial sums of a stochastic process. While these strong approximation results have many applications, the results for continuous-time settings have…
We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.
We give rates of convergence in the almost sure invariance principle for sums of dependent random variables with semi exponential tails, whose coupling coefficients decrease at a subexponential rate. We show that the rates in the strong…
In this paper, we obtain almost sure invariance principles with rate of order $n^{1/p}\log^\beta n$, $2< p\le 4$, for sums associated to a sequence of reverse martingale differences. Then, we apply those results to obtain similar…
We establish optimal logarithmic rates of convergence in the strong invariance principle for multivariate cumulative processes in the Smith's sense. Exponential probabilistic inequalities of Koml\'{o}s-Major-Tusn\'{a}dy type are obtained.…
We obtain rge Erd\" os-R\' enyi type law of large numbers for "nonconventional" sums of the form $S_n=\sum^n_{m=1}F(X_m,X_{2m},...,X_{\ell m})$ where $X_1,X_2,...$ is a sequence of i.i.d. random variables and $F$ is a bounded Borel…
In this paper, we give rates of convergence in the strong invariance principle for non-adapted sequences satisfying projective criteria. The results apply to the iterates of ergodic automorphisms T of the d-dimensional torus, even in the…
We extend local limit theorem type results to nonconventional sums of the form $S_N=\sum_{n=1}^NF(\xi_n,\xi_{2n},...,\xi_{\ell n})$.
In this paper, based on the initiation of the notion of negatively associated random variables under nonlinear probability, a strong limit theorem for weighted sums of random variables within the same frame is achieved without assumptions…
This paper presents a family of rapidly convergent summation formulas for various finite sums of the form $\sum_{k=0}^{\lfloor x\rfloor}f(k)$, where $x$ is a positive real number.
In this paper, we obtain precise rates of convergence in the strong invariance principle for stationary sequences of real-valued random variables satisfying weak dependence conditions including strong mixing in the sense of Rosenblatt…