TY - JOUR AU - Berkes, István TI - A central limit theorem for trigonometric series with small gaps JF - ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE J2 - Z WAHRSC VERW GEBIETE VL - 47 PY - 1979 SP - 157 EP - 161 PG - 5 SN - 0044-3719 DO - 10.1007/BF00535280 UR - https://m2.mtmt.hu/api/publication/1926686 ID - 1926686 N1 - WoS:hiba:A1979GM12300003 2019-03-03 01:42 cím nem egyezik LA - English DB - MTMT ER - TY - JOUR AU - Berkes, István AU - Philipp, W TI - Approximation theorems for independent and weakly dependent random vectors JF - ANNALS OF PROBABILITY J2 - ANN PROBAB VL - 7 PY - 1979 IS - 1 SP - 29 EP - 54 PG - 26 SN - 0091-1798 DO - 10.1214/aop/1176995146 UR - https://m2.mtmt.hu/api/publication/1923467 ID - 1923467 AB - In this paper we prove approximation theorems of the following type. Let {Xk,k⩾1} be a sequence of random variables with values in Rdk,dk⩾1 and let {Gk,k⩾1} be a sequence of probability distributions on Rdk with characteristic functions gk respectively. If for each k⩾1 the conditional characteristic function of Xk given X1,⋯,Xk−1 is close to gk and if Gk has small tails, then there exists a sequence of independent random variables Yk with distribution Gk such that |Xk−Yk| is small with large probability. As an application we prove almost sure invariance principles for sums of independent identically distributed random variables with values in Rd and for sums of ϕ-mixing random variables with a logarithmic mixing rate. LA - English DB - MTMT ER - TY - JOUR AU - Berkes, István TI - On a central limit theorem for lacunary trigonometric series JF - ANALYSIS MATHEMATICA J2 - ANAL MATH VL - 4 PY - 1978 SP - 159 EP - 180 PG - 22 SN - 0133-3852 DO - 10.1007/BF01908987 UR - https://m2.mtmt.hu/api/publication/1926682 ID - 1926682 LA - English DB - MTMT ER - TY - JOUR AU - Berkes, István AU - W, Philipp TI - An almost sure invariance principle for the empirical distribution function of mixing random variables JF - ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE J2 - Z WAHRSC VERW GEBIETE VL - 41 PY - 1977 IS - 2 SP - 115 EP - 137 PG - 23 SN - 0044-3719 DO - 10.1007/BF00538416 UR - https://m2.mtmt.hu/api/publication/1781382 ID - 1781382 N1 - WoS:hiba:A1977EG29000002 2019-03-02 23:54 első szerző nem egyezik, cím nem egyezik LA - English DB - MTMT ER - TY - JOUR AU - Berkes, István TI - An almost sure invariance principle for lacunary trigonometric series JF - ACTA MATHEMATICA ACADEMIAE SCIENTIARUM HUNGARICAE J2 - ACTA MATH ACAD SCI HUNG VL - 26 PY - 1975 IS - 1-2 SP - 209 EP - 220 PG - 12 SN - 0001-5954 DO - 10.1007/BF01895964 UR - https://m2.mtmt.hu/api/publication/2142578 ID - 2142578 N1 - WoS:hiba:A1975AA06700022 2019-03-08 03:53 cím nem egyezik LA - English DB - MTMT ER -