TY - JOUR AU - Berkes, István AU - Hörmann, S AU - Schauer, J TI - Asymptotic results for the empirical process of stationary sequences JF - STOCHASTIC PROCESSES AND THEIR APPLICATIONS J2 - STOCH PROC APPL VL - 119 PY - 2009 IS - 4 SP - 1298 EP - 1324 PG - 27 SN - 0304-4149 DO - 10.1016/j.spa.2008.06.010 UR - https://m2.mtmt.hu/api/publication/169525 ID - 169525 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 - Komlós, János AU - Major, Péter AU - Tusnády, Gábor TI - An approximation of partial sums of independent RV'-s, and the sample DF. I JF - ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE J2 - Z WAHRSC VERW GEBIETE VL - 32 PY - 1975 IS - 1-2 SP - 111 EP - 131 PG - 21 SN - 0044-3719 DO - 10.1007/BF00533093 UR - https://m2.mtmt.hu/api/publication/100861 ID - 100861 AB - Let Sn=X1+X2+⋯+Xnbe the sum of i.i.d.r.v.-s, EX1=0, EX12=1, and let Tn= Y1+Y2+⋯+Ynbe the sum of independent standard normal variables. Strassen proved in [14] that if X1 has a finite fourth moment, then there are appropriate versions of Snand Tn(which, of course, are far from being independent) such that |Sn -Tn|=O(n1/4(log n)1/1(log log n)1/4) with probability one. A theorem of Bártfai [1] indicates that even if X1 has a finite moment generating function, the best possible bound for any version of Sn, Tnis O(log n). In this paper we introduce a new construction for the pair Sn, Tn, and prove that if X1 has a finite moment generating function, and satisfies condition i) or ii) of Theorem 1, then |Sn -Tn|=O(log n) with probability one for the constructed Sn, Tn. Our method will be applicable for the approximation of sample DF., too. © 1975 Springer-Verlag. LA - English DB - MTMT ER -