Weak invariance principle in some Besov spaces for stationary martingale differences

2017 ◽  
Vol 57 (4) ◽  
pp. 441-467
Author(s):  
Davide Giraudo ◽  
Alfredas Račkauskas
Keyword(s):  
Invariance Principle ◽  
Besov Spaces ◽  
Martingale Differences ◽  
Weak Invariance Principle ◽  
Weak Invariance

scholarly journals Mixing rates for potentials of non-summable variations

2021 ◽  
pp. 1-18
Author(s):  
CHRISTOPHE GALLESCO ◽  
DANIEL Y. TAKAHASHI
Keyword(s):  
Invariance Principle ◽  
Type Inequality ◽  
Upper Bounds ◽  
Decay Of Correlations ◽  
Relaxation Rates ◽  
Weak Invariance Principle ◽  
Weak Invariance ◽  
Coupling Inequality ◽  
Mixing Rates

Abstract Mixing rates, relaxation rates, and decay of correlations for dynamics defined by potentials with summable variations are well understood, but little is known for non-summable variations. This paper exhibits upper bounds for these quantities for dynamics defined by potentials with square-summable variations. We obtain these bounds as corollaries of a new block coupling inequality between pairs of dynamics starting with different histories. As applications of our results, we prove a new weak invariance principle and a Hoeffding-type inequality.

On the weak invariance principle for non-adapted stationary random fields under projective criteria

2021 ◽  
Author(s):  
Han-Mai Lin
Keyword(s):  
Invariance Principle ◽  
Random Fields ◽  
Long Memory ◽  
Sufficient Conditions ◽  
Weak Invariance Principle ◽  
Weak Invariance ◽  
The Central Limit Theorem ◽  
Projective Criteria ◽  
Stationary Random Fields ◽  
Do So

In this paper, we study the central limit theorem (CLT) and its weak invariance principle (WIP) for sums of stationary random fields non-necessarily adapted, under different normalizations. To do so, we first state sufficient conditions for the validity of a suitable ortho-martingale approximation. Then, with the help of this approximation, we derive projective criteria under which the CLT as well as the WIP hold. These projective criteria are in the spirit of Hannan’s condition and are well adapted to linear random fields with ortho-martingale innovations and which exhibit long memory.

scholarly journals A note on statistical properties for nonuniformly hyperbolic systems with slow contraction and expansion

2016 ◽  
Vol 16 (03) ◽  
pp. 1660012 ◽  
Author(s):  
Ian Melbourne ◽  
Paulo Varandas
Keyword(s):  
Invariance Principle ◽  
Hyperbolic Systems ◽  
Return Time ◽  
Limit Laws ◽  
Weak Invariance Principle ◽  
Weak Invariance ◽  
The Central Limit Theorem ◽  
Statistical Limit ◽  
Contraction And Expansion ◽  
Nonuniformly Hyperbolic

We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time function is square-integrable, then we obtain the central limit theorem, the weak invariance principle, and an iterated version of the weak invariance principle.

Weak convergence of an iterated renewal process

1981 ◽  
Vol 18 (01) ◽  
pp. 291-296
Author(s):  
Pranab Kumar Sen
Keyword(s):  
Weak Convergence ◽  
Asymptotic Normality ◽  
Invariance Principle ◽  
Simple Proof ◽  
Renewal Process ◽  
Weak Invariance Principle ◽  
Weak Invariance

Asymptotic normality and the weak invariance principle are studied for an iterated renewal process of order A martingale decomposition is used in this context to provide a simple proof.

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