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Almost sure invariance principles for partial sums of weakly dependent random variables
About this Title
Walter Philipp and William Stout
Publication: Memoirs of the American Mathematical Society
Publication Year:
1975; Volume 2, Number 161
ISBNs: 978-0-8218-1861-9 (print); 978-1-4704-0547-2 (online)
DOI: https://doi.org/10.1090/memo/0161
MathSciNet review: 0433597
Table of Contents
Chapters
- 1. Introduction
- 2. Description of the method
- 3. Lacunary trigonometric series with unweighted summands
- 4. Stationary $\phi$-mixing sequences
- 5. Gaussian sequences
- 6. Lacunary trigonometric series with weights
- 7. Functions of strongly mixing random variables
- 8. Nonstationary mixing sequences
- 9. A refinement of the Shannon-McMillan-Breiman theorem
- 10. Markov sequences
- 11. Retarded asymptotic martingale difference sequences
- 12. Continuous parameter stochastic processes
- Appendix I. The Gaal-Koksma strong law of large numbers
- Appendix I. An example