TY  - CHAP
AU  - Khai Nguyen, null
AU  - Dang Nguyen, null
AU  - Quoc Nguyen, null
AU  - Tung Pham, null
AU  - Hung Bui, null
AU  - Dinh Phung, null
AU  - Trung Le, null
AU  - Nhat Ho, null
ED  - Chaudhuri, K
ED  - Jegelka, S
ED  - Song, L
ED  - Szepesvari, C
ED  - Niu, G
ED  - Sabato, S
TI  - On Transportation of Mini-batches: A Hierarchical Approach
T2  - 39th International Conference on Machine Learning (ICML)
PB  - Association for Computing Machinery (ACM)
CY  - San Diego (CA)
T3  - Proceedings of Machine Learning Research, ISSN 2640-3498 ; 162.
PY  - 2022
PG  - 34
UR  - https://m2.mtmt.hu/api/publication/33868992
ID  - 33868992
AB  - Mini-batch optimal transport (m-OT) has been successfully used in practical applications that involve probability measures with a very high number of supports. The m-OT solves several smaller optimal transport problems and then returns the average of their costs and transportation plans. Despite its scalability advantage, the m-OT does not consider the relationship between mini-batches which leads to undesirable estimation. Moreover, the m-OT does not approximate a proper metric between probability measures since the identity property is not satisfied. To address these problems, we propose a novel mini-batch scheme for optimal transport, named Batch of Mini-batches Optimal Transport (BoMb-OT), that finds the optimal coupling between mini-batches and it can be seen as an approximation to a well-defined distance on the space of probability measures. Furthermore, we show that the m-OT is a limit of the entropic regularized version of the BoMb-OT when the regularized parameter goes to infinity. Finally, we carry out experiments on various applications including deep generative models, deep domain adaptation, approximate Bayesian computation, color transfer, and gradient flow to show that the BoMb-OT can be widely applied and performs well in various applications.
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Guillotin-Plantard, Nadine
AU  - Pene, Francoise
AU  - Wendler, Martin
TI  - EMPIRICAL PROCESSES FOR RECURRENT AND TRANSIENT RANDOM WALKS IN RANDOM SCENERY
JF  - ESAIM-PROBABILITY AND STATISTICS
J2  - ESAIM-PROBAB STAT
VL  - 24
PY  - 2020
SP  - 127
EP  - 137
PG  - 11
SN  - 1292-8100
DO  - 10.1051/ps/2019030
UR  - https://m2.mtmt.hu/api/publication/31423412
ID  - 31423412
AB  - In this paper, we are interested in the asymptotic behaviour of the sequence of processes (W-n(s,t))(s,t is an element of[0,1]) withW-n(s,t) := Sigma(left perpendicularn tright perpendicular)(k=1) (1({xi Sk <= s}) - s)where (xi(x), x is an element of Z(d)) is a sequence of independent random variables uniformly distributed on [0, 1] and (S-n)(n is an element of N) is a random walk evolving in Z(d), independent of the xi's. In M. Wendler [Stoch. Process. Appl. 126 (2016) 2787-2799], the case where (S-n)(n is an element of N) is a recurrent random walk in Z such that (n(-1/alpha)S(n))(n >= 1) converges in distribution to a stable distribution of index alpha, with alpha is an element of (1, 2], has been investigated. Here, we consider the cases where (S-n)(n is an element of N) is either:(a) a transient random walk in Z(d),(b) a recurrent random walk in Z(d) such that (n(-1/d)S(n))(n >= 1) converges in distribution to a stable distribution of index d is an element of{1, 2}.
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Kuersteiner, G.M.
TI  - Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
JF  - JOURNAL OF ECONOMETRICS
J2  - J ECONOMETRICS
VL  - 211
PY  - 2019
IS  - 1
SP  - 243
EP  - 261
PG  - 19
SN  - 0304-4076
DO  - 10.1016/j.jeconom.2018.12.015
UR  - https://m2.mtmt.hu/api/publication/30379896
ID  - 30379896
AB  - This paper considers functional central limit theorems for stationary absolutely regular mixing processes. Bounds for the entropy with bracketing are derived using recent results in Nickl and Pötscher (2007). More specifically, their bracketing metric entropy bounds are extended to a norm defined in Doukhan, Massart and Rio (1995, henceforth DMR) that depends both on the marginal distribution of the process and on the mixing coefficients. Using these bounds, and based on a result in DMR, it is shown that for the class of weighted Besov spaces polynomially decaying tail behavior of the function class is sufficient to obtain a functional central limit theorem under minimal dependence conditions. A second class of functions that allow for a functional central limit theorem under minimal conditions are smooth functions defined on bounded sets. Similarly, a functional CLT for polynomially explosive tail behavior is obtained under additional moment conditions that are easy to check. An application to a Hausman (1978) specification test for linearity of the conditional mean illustrates the theory. © 2018
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Saegusa, Takumi
TI  - LARGE SAMPLE THEORY FOR MERGED DATA FROM MULTIPLE SOURCES
JF  - ANNALS OF STATISTICS
J2  - ANN STAT
VL  - 47
PY  - 2019
IS  - 3
SP  - 1585
EP  - 1615
PG  - 31
SN  - 0090-5364
DO  - 10.1214/18-AOS1727
UR  - https://m2.mtmt.hu/api/publication/30498617
ID  - 30498617
AB  - We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not identified and (3) a sample from the same data source is dependent due to sampling without replacement. We propose and study a new weighted empirical process and extend empirical process theory to a dependent and biased sample with duplication. Specifically, we establish the uniform law of large numbers and uniform central limit theorem over a class of functions along with several empirical process results under conditions identical to those in the i.i.d. setting. As applications, we study infinite-dimensional M-estimation and develop its consistency, rates of convergence and asymptotic normality. Our theoretical results are illustrated with simulation studies and a real data example.
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Pang, Guodong
AU  - Zhou, Yuhang
TI  - Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds
JF  - QUEUEING SYSTEMS
J2  - QUEUEING SYST
VL  - 88
PY  - 2018
IS  - 1-2
SP  - 1
EP  - 25
PG  - 25
SN  - 0257-0130
DO  - 10.1007/s11134-017-9550-1
UR  - https://m2.mtmt.hu/api/publication/27270351
ID  - 27270351
N1  - Export Date: 4 January 2019            
            Correspondence Address: Pang, G.; The Harold and Inge Marcus Department of Industrial and Manufacturing Engineering, Pennsylvania State UniversityUnited States; email: gup3@psu.edu            
            Funding details: National Science Foundation, NSF, CMMI-1538149            
            Funding details: Army Research Office, ARO, W911NF-17-1-0019            
            Funding text 1: Acknowledgements This work is partly supported by an NSF Grant, CMMI-1538149 and an Army Research Office Grant, W911NF-17-1-0019.
Export Date: 8 January 2019            
            Correspondence Address: Pang, G.; The Harold and Inge Marcus Department of Industrial and Manufacturing Engineering, Pennsylvania State UniversityUnited States; email: gup3@psu.edu            
            Funding details: National Science Foundation, NSF, CMMI-1538149            
            Funding details: Army Research Office, ARO, W911NF-17-1-0019            
            Funding text 1: Acknowledgements This work is partly supported by an NSF Grant, CMMI-1538149 and an Army Research Office Grant, W911NF-17-1-0019.
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Betken, Annika
TI  - Change point estimation based on Wilcoxon tests in the presence of long-range dependence
JF  - ELECTRONIC JOURNAL OF STATISTICS
J2  - ELECTRON J STAT
VL  - 11
PY  - 2017
IS  - 2
SP  - 3633
EP  - 3672
PG  - 40
SN  - 1935-7524
DO  - 10.1214/17-EJS1323
UR  - https://m2.mtmt.hu/api/publication/27521882
ID  - 27521882
N1  - Export Date: 4 January 2019            
            Correspondence Address: Betken, A.; Faculty of Mathematics, Ruhr-Universität BochumGermany; email: annika.betken@rub.de            
            Funding details: SFB 823            
            Funding details: Studienstiftung des Deutschen Volkes            
            Funding text 1: ∗Research supported by the German National Academic Foundation and Collaborative Research Center SFB 823 Statistical modelling of nonlinear dynamic processes.
Export Date: 8 January 2019            
            Correspondence Address: Betken, A.; Faculty of Mathematics, Ruhr-Universität BochumGermany; email: annika.betken@rub.de            
            Funding details: SFB 823            
            Funding details: Studienstiftung des Deutschen Volkes            
            Funding text 1: ∗Research supported by the German National Academic Foundation and Collaborative Research Center SFB 823 Statistical modelling of nonlinear dynamic processes.
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Wendler, M
TI  - The sequential empirical process of a random walk in random scenery
JF  - STOCHASTIC PROCESSES AND THEIR APPLICATIONS
J2  - STOCH PROC APPL
VL  - 126
PY  - 2016
IS  - 9
SP  - 2787
EP  - 2799
PG  - 13
SN  - 0304-4149
DO  - 10.1016/j.spa.2016.03.002
UR  - https://m2.mtmt.hu/api/publication/26119045
ID  - 26119045
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Buchsteiner, J
TI  - Weak convergence of the weighted sequential empirical process of some long-range dependent data
JF  - STATISTICS & PROBABILITY LETTERS
J2  - STAT PROBABIL LETT
VL  - 96
PY  - 2015
SP  - 170
EP  - 179
PG  - 10
SN  - 0167-7152
DO  - 10.1016/j.spl.2014.09.022
UR  - https://m2.mtmt.hu/api/publication/24318864
ID  - 24318864
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Kahrobaeian, P
AU  - Fakoor, V
TI  - A Note on the smooth estimator of the quantile function with left-truncated dATA
JF  - JOURNAL OF THE IRANIAN STATISTICAL SOCIETY, JIRSS
J2  - J IRAN STAT SO
VL  - 14
PY  - 2015
IS  - 1
SP  - 107
EP  - 118
PG  - 12
SN  - 1726-4057
UR  - https://m2.mtmt.hu/api/publication/25263410
ID  - 25263410
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Dehling, Herold
AU  - Durieu, Olivier
AU  - Tusche, Marco
TI  - A sequential empirical CLT for multiple mixing processes with application to B-geometrically ergodic Markov chains
JF  - ELECTRONIC JOURNAL OF PROBABILITY
J2  - ELECTRON J PROBAB
VL  - 19
PY  - 2014
PG  - 26
SN  - 1083-6489
DO  - 10.1214/EJP.v19-3216
UR  - https://m2.mtmt.hu/api/publication/25753988
ID  - 25753988
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Durieu, O
AU  - Tusche, M
TI  - An Empirical Process Central Limit Theorem for Multidimensional Dependent Data
JF  - JOURNAL OF THEORETICAL PROBABILITY
J2  - J THEOR PROBAB
VL  - 27
PY  - 2014
IS  - 1
SP  - 249
EP  - 277
PG  - 29
SN  - 0894-9840
DO  - 10.1007/s10959-012-0450-3
UR  - https://m2.mtmt.hu/api/publication/24297302
ID  - 24297302
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Horvath, L
AU  - Rice, G
TI  - Extensions of some classical methods in change point analysis
JF  - TEST
J2  - TEST-SPAIN
VL  - 23
PY  - 2014
IS  - 2
SP  - 219
EP  - 255
PG  - 37
SN  - 1133-0686
DO  - 10.1007/s11749-014-0368-4
UR  - https://m2.mtmt.hu/api/publication/24337649
ID  - 24337649
N1  - Cited By :33            
            Export Date: 23 September 2019            
            Correspondence Address: Horváth, L.; Department of Mathematics, University of Utah, Salt Lake City, UT, 84112-0090, United States; email: horvath@math.utah.edu            
            Funding details: National Science Foundation, DMS 1305858            
            Funding text 1: Research supported by NSF grant DMS 1305858.
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Pepelyshev, A
AU  - Rafajlowicz, E
AU  - Steland, A
TI  - Estimation of the quantile function using Bernstein-Durrmeyer polynomials
JF  - JOURNAL OF NONPARAMETRIC STATISTICS
J2  - J NONPARAMETR STAT
VL  - 26
PY  - 2014
IS  - 1
SP  - 1
EP  - 20
PG  - 20
SN  - 1048-5252
DO  - 10.1080/10485252.2013.826355
UR  - https://m2.mtmt.hu/api/publication/24297936
ID  - 24297936
LA  - English
DB  - MTMT
ER  - 

TY  - BOOK
AU  - Beran, J
AU  - Feng, Y
AU  - Ghosh, S
AU  - Kulik, R
TI  - Long-memory processes: Probabilistic properties and statistical methods
PB  - Springer Netherlands
PY  - 2013
SN  - 9783642355127
DO  - 10.1007/978-3-642-35512-7
UR  - https://m2.mtmt.hu/api/publication/26119046
ID  - 26119046
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Dedecker, J
AU  - Merlevède, F
AU  - Rio, E
TI  - Strong approximation results for the empirical process of stationary sequences
JF  - ANNALS OF PROBABILITY
J2  - ANN PROBAB
VL  - 41
PY  - 2013
IS  - 5
SP  - 3658
EP  - 3696
PG  - 39
SN  - 0091-1798
DO  - 10.1214/12-AOP798
UR  - https://m2.mtmt.hu/api/publication/23649659
ID  - 23649659
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Pang, G
AU  - Whitt, W
TI  - Two-parameter heavy-traffic limits for infinite-server queues with dependent service times
JF  - QUEUEING SYSTEMS
J2  - QUEUEING SYST
VL  - 73
PY  - 2013
IS  - 2
SP  - 119
EP  - 146
PG  - 28
SN  - 0257-0130
DO  - 10.1007/s11134-012-9303-0
UR  - https://m2.mtmt.hu/api/publication/22947029
ID  - 22947029
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Zähle, H
TI  - Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators
JF  - STATISTICS
J2  - STATISTICS-ABINGDON
VL  - 48
PY  - 2013
IS  - 5
SP  - 951
EP  - 964
PG  - 14
SN  - 0233-1888
DO  - 10.1080/02331888.2013.800075
UR  - https://m2.mtmt.hu/api/publication/24318865
ID  - 24318865
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Bolbolian, Ghalibaf M
AU  - Fakoor, V
AU  - Azarnoosh, HA
TI  - Asymptotic behaviors of the lorenz curve for left truncated and dependent data
JF  - JOURNAL OF SCIENCES, ISLAMIC REPUBLIC OF IRAN
J2  - J SCI ISLAM REP IRAN
VL  - 23
PY  - 2012
IS  - 2
SP  - 171
EP  - 177
SN  - 1016-1104
UR  - https://m2.mtmt.hu/api/publication/22945789
ID  - 22945789
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Bouzebda, S
AU  - Cherfi, M
TI  - Test of symmetry based on copula function
JF  - JOURNAL OF STATISTICAL PLANNING AND INFERENCE
J2  - J STAT PLAN INFER
VL  - 142
PY  - 2012
IS  - 5
SP  - 1262
EP  - 1271
PG  - 10
SN  - 0378-3758
DO  - 10.1016/j.jspi.2011.12.009
UR  - https://m2.mtmt.hu/api/publication/22945786
ID  - 22945786
LA  - English
DB  - MTMT
ER  - 

TY  - CHAP
AU  - Lin, ZY
AU  - Liu, WD
ED  - Barbour, AD
ED  - Chan, HP
ED  - Siegmund, D
TI  - M-Dependence Approximation for Dependent Random Variables
T2  - PROBABILITY APPROXIMATIONS AND BEYOND
CY  - Singapore
T3  - Lecture notes in statistics ; 205.
PY  - 2012
SP  - 117
EP  - 133
PG  - 17
DO  - 10.1007/978-1-4614-1966-2_9
UR  - https://m2.mtmt.hu/api/publication/22946951
ID  - 22946951
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Pang, G
AU  - Whitt, W
TI  - Infinite-server queues with batch arrivals and dependent service times
JF  - PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES
J2  - PROBAB ENG INFORM SC
VL  - 26
PY  - 2012
IS  - 2
SP  - 197
EP  - 220
PG  - 24
SN  - 0269-9648
DO  - 10.1017/S0269964811000337
UR  - https://m2.mtmt.hu/api/publication/22947035
ID  - 22947035
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Pang, G
AU  - Whitt, W
TI  - The impact of dependent service times on large-scale service systems
JF  - M&SOM-MANUFACTURING & SERVICE OPERATIONS MANAGEMENT
J2  - M&SOM-MANUF SERV OP
VL  - 14
PY  - 2012
IS  - 2
SP  - 262
EP  - 278
PG  - 17
SN  - 1523-4614
DO  - 10.1287/msom.1110.0363
UR  - https://m2.mtmt.hu/api/publication/22947032
ID  - 22947032
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Steland, A
TI  - Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction
JF  - COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
J2  - COMMUN STAT-SIMUL C
VL  - 41
PY  - 2012
IS  - 7
SP  - 1195
EP  - 1219
PG  - 25
SN  - 0361-0918
DO  - 10.1080/03610918.2012.625853
UR  - https://m2.mtmt.hu/api/publication/23477124
ID  - 23477124
N1  - Admin megjegyzés-22945787
#JournalID1#
Name: Communications in Statistics: Simulation and Computation
ISSN: 0361-0918
#JournalID2#
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Wendler, M
TI  - U-processes, U-quantile processes and generalized linear statistics of dependent data
JF  - STOCHASTIC PROCESSES AND THEIR APPLICATIONS
J2  - STOCH PROC APPL
VL  - 122
PY  - 2012
IS  - 3
SP  - 787
EP  - 807
PG  - 21
SN  - 0304-4149
DO  - 10.1016/j.spa.2011.11.010
UR  - https://m2.mtmt.hu/api/publication/22945784
ID  - 22945784
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Ajami, M
AU  - Fakoor, V
AU  - Jomhoori, S
TI  - The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data
JF  - STATISTICS & PROBABILITY LETTERS
J2  - STAT PROBABIL LETT
VL  - 81
PY  - 2011
IS  - 8
SP  - 1306
EP  - 1310
PG  - 5
SN  - 0167-7152
DO  - 10.1016/j.spl.2011.03.033
UR  - https://m2.mtmt.hu/api/publication/22945790
ID  - 22945790
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Bouzebda, S
AU  - Keziou, A
AU  - Zari, T
TI  - K-sample problem using strong approximations of empirical copula processes
JF  - MATHEMATICAL METHODS OF STATISTICS
J2  - MATH METHOD STAT
VL  - 20
PY  - 2011
IS  - 1
SP  - 14
EP  - 29
PG  - 16
SN  - 1066-5307
DO  - 10.3103/S1066530711010029
UR  - https://m2.mtmt.hu/api/publication/22945792
ID  - 22945792
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Dehling, H
AU  - Durieu, O
TI  - Empirical processes of multidimensional systems with multiple mixing properties
JF  - STOCHASTIC PROCESSES AND THEIR APPLICATIONS
J2  - STOCH PROC APPL
VL  - 121
PY  - 2011
IS  - 5
SP  - 1076
EP  - 1096
PG  - 21
SN  - 0304-4149
DO  - 10.1016/j.spa.2011.01.010
UR  - https://m2.mtmt.hu/api/publication/22945793
ID  - 22945793
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Fakoor, V
AU  - Rad, NN
TI  - Asymptotic behaviors of the Lorenz curve under strong mixing
JF  - PAKISTAN JOURNAL OF STATISTICS
J2  - PAK J STAT
VL  - 27
PY  - 2011
IS  - 3
SP  - 231
EP  - 239
PG  - 9
SN  - 1012-9367
UR  - https://m2.mtmt.hu/api/publication/22945794
ID  - 22945794
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Fakoor, V
AU  - Jomhoori, S
TI  - Some asymptotic results of kernel density estimators under random left-truncation and dependent data
JF  - COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
J2  - COMMUN STAT-THEOR M
VL  - 40
PY  - 2011
IS  - 23
SP  - 4249
EP  - 4262
PG  - 14
SN  - 0361-0926
DO  - 10.1080/03610926.2010.508297
UR  - https://m2.mtmt.hu/api/publication/23649682
ID  - 23649682
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Ghalibaf, MB
AU  - Fakoor, V
AU  - Azarnoosh, HA
TI  - Asymptotic behaviors of the lorenz curve for censored data under strong mixing
JF  - COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
J2  - COMMUN STAT-THEOR M
VL  - 40
PY  - 2011
IS  - 2
SP  - 323
EP  - 332
PG  - 10
SN  - 0361-0926
DO  - 10.1080/03610920903391360
UR  - https://m2.mtmt.hu/api/publication/22945795
ID  - 22945795
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Fakoor, V
AU  - Rad, NN
TI  - Strong Gaussian approximations of product-limit and quantile processes for strong mixing and censored data
JF  - COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
J2  - COMMUN STAT-THEOR M
VL  - 39
PY  - 2010
IS  - 12
SP  - 2271
EP  - 2279
PG  - 9
SN  - 0361-0926
DO  - 10.1080/03610920903020779
UR  - https://m2.mtmt.hu/api/publication/22945798
ID  - 22945798
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Fakoor, V
TI  - Strong uniform consistency of kernel density estimators under a censored dependent model
JF  - STATISTICS & PROBABILITY LETTERS
J2  - STAT PROBABIL LETT
VL  - 80
PY  - 2010
IS  - 5-6
SP  - 318
EP  - 323
PG  - 6
SN  - 0167-7152
DO  - 10.1016/j.spl.2009.11.005
UR  - https://m2.mtmt.hu/api/publication/23583626
ID  - 23583626
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Ghalibaf, MB
AU  - Fakoor, V
AU  - Azarnoosh, HA
TI  - Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing
JF  - STATISTICS & PROBABILITY LETTERS
J2  - STAT PROBABIL LETT
VL  - 80
PY  - 2010
IS  - 7-8
SP  - 581
EP  - 586
PG  - 6
SN  - 0167-7152
DO  - 10.1016/j.spl.2009.12.013
UR  - https://m2.mtmt.hu/api/publication/22945797
ID  - 22945797
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Wei, X
AU  - Yang, S
AU  - Yu, K
AU  - Yang, X
AU  - Xing, G
TI  - Bahadur representation of linear kernel quantile estimator of VaR under α -mixing assumptions
JF  - JOURNAL OF STATISTICAL PLANNING AND INFERENCE
J2  - J STAT PLAN INFER
VL  - 140
PY  - 2010
IS  - 7
SP  - 1620
EP  - 1634
PG  - 15
SN  - 0378-3758
DO  - 10.1016/j.jspi.2010.01.002
UR  - https://m2.mtmt.hu/api/publication/22945799
ID  - 22945799
LA  - English
DB  - MTMT
ER  - 

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  - BOOK
AU  - C, Villani
TI  - Optimal Transport, old and new
T3  - Grundlehren der Mathematischen Wissenschaften-A Series of Comprehensive Studies in Mathematics ; 338.
PB  - Springer Netherlands
CY  - Berlin
PY  - 2009
SP  - 995
UR  - https://m2.mtmt.hu/api/publication/22488853
ID  - 22488853
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Dehling, H
AU  - Durieu, O
AU  - Volny, D
TI  - New techniques for empirical processes of dependent data
JF  - STOCHASTIC PROCESSES AND THEIR APPLICATIONS
J2  - STOCH PROC APPL
VL  - 119
PY  - 2009
IS  - 10
SP  - 3699
EP  - 3718
PG  - 20
SN  - 0304-4149
DO  - 10.1016/j.spa.2009.07.003
UR  - https://m2.mtmt.hu/api/publication/22945800
ID  - 22945800
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Fakoor, V
AU  - Jomhoori, S
AU  - Azarnoosh, H
TI  - Asymptotic expansion for ISE of kernel density estimators under censored dependent model
JF  - STATISTICS & PROBABILITY LETTERS
J2  - STAT PROBABIL LETT
VL  - 79
PY  - 2009
IS  - 17
SP  - 1809
EP  - 1817
PG  - 9
SN  - 0167-7152
DO  - 10.1016/j.spl.2009.05.003
UR  - https://m2.mtmt.hu/api/publication/22945802
ID  - 22945802
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Villani, C
TI  - Optimal Transport: Old and New
VL  - 338
PY  - 2009
SP  - 1
EP  - 973
PG  - 973
DO  - 10.1007/978-3-540-71050-9
UR  - https://m2.mtmt.hu/api/publication/22945814
ID  - 22945814
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Berkes, István
AU  - Philipp, W
AU  - Tichy, RF
TI  - Empirical processes in probabilistic number theory: the LIL for the discrepancy of (n_k \omega) mod 1
JF  - ILLINOIS JOURNAL OF MATHEMATICS
J2  - ILLINOIS J MATH
VL  - 50
PY  - 2006
IS  - 1
SP  - 107
EP  - 145
PG  - 39
SN  - 0019-2082
UR  - https://m2.mtmt.hu/api/publication/169005
ID  - 169005
LA  - English
DB  - MTMT
ER  - 

TY  - CHAP
AU  - Borovkova, S
AU  - Burton, R
AU  - Dehling, H
ED  - Berkes, István
ED  - Csáki, Endre
ED  - Csörgő, M
TI  - From dimension estimation to asymptotics of dependent U-statistics
T2  - Limit Theorems in Probability and Statistics I
PB  - János Bolyai Mathematical Society
CY  - Budapest
SN  - 9639453013
T3  - 4th Hungarian Colloquium on Limit Theorems in Probability and Statistics
PB  - János Bolyai Mathematical Society
PY  - 2002
SP  - 201
EP  - 234
PG  - 34
UR  - https://m2.mtmt.hu/api/publication/24297364
ID  - 24297364
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Peligrad, M
TI  - Some remarks on coupling of dependent random variables
JF  - STATISTICS & PROBABILITY LETTERS
J2  - STAT PROBABIL LETT
VL  - 60
PY  - 2002
SP  - 201
EP  - 209
PG  - 9
SN  - 0167-7152
DO  - 10.1016/S0167-7152(02)00318-8
UR  - https://m2.mtmt.hu/api/publication/12010729
ID  - 12010729
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Borovkova, S
AU  - Burton, R
AU  - Dehling, H
TI  - Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation
JF  - TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY
J2  - T AM MATH SOC
VL  - 353
PY  - 2001
IS  - 11
SP  - 4261
EP  - 4318
PG  - 58
SN  - 0002-9947
DO  - 10.1090/S0002-9947-01-02819-7
UR  - https://m2.mtmt.hu/api/publication/23477183
ID  - 23477183
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Huang, YC
AU  - Dudley, RM
TI  - Speed of convergence of classical empirical processes in p-variation norm
JF  - ANNALS OF PROBABILITY
J2  - ANN PROBAB
VL  - 29
PY  - 2001
SP  - 1625
EP  - 1636
PG  - 12
SN  - 0091-1798
DO  - 10.1214/aop/1015345765
UR  - https://m2.mtmt.hu/api/publication/12009201
ID  - 12009201
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Fotopoulos, SB
TI  - Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
JF  - JOURNAL OF STATISTICAL PLANNING AND INFERENCE
J2  - J STAT PLAN INFER
VL  - 86
PY  - 2000
IS  - 1
SP  - 31
EP  - 50
PG  - 20
SN  - 0378-3758
DO  - 10.1016/S0378-3758(99)00162-7
UR  - https://m2.mtmt.hu/api/publication/22945807
ID  - 22945807
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Harel, M
AU  - Ragbi, B
TI  - Asymptotic behavior of multivariate perturbed empirical distribution function with dependent variables. Comportement asymptotique de la fonction de répartition empirique perturbée multivariée à variables dépendantes
TS  - Comportement asymptotique de la fonction de répartition empirique perturbée multivariée à variables dépendantes
JF  - BULLETIN OF THE BELGIAN MATHEMATICAL SOCIETY-SIMON STEVIN
J2  - B BELG MATH SOC-SIM
VL  - 6
PY  - 1999
IS  - 3
SP  - 321
EP  - 335
PG  - 15
SN  - 1370-1444
UR  - https://m2.mtmt.hu/api/publication/23476997
ID  - 23476997
LA  - French
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Paul, D
TI  - An overview on weak dependence of stationary sequences
JF  - ACTA CIENTIFICA VENEZOLANA
J2  - ACTA CIENTIFICA VENEZOLANA
VL  - 49
PY  - 1998
IS  - 2
SP  - 78
EP  - 93
PG  - 16
SN  - 0001-5504
UR  - https://m2.mtmt.hu/api/publication/22945809
ID  - 22945809
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Lu, Z
AU  - Cheng, P
TI  - Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
JF  - JOURNAL OF STATISTICAL PLANNING AND INFERENCE
J2  - J STAT PLAN INFER
VL  - 65
PY  - 1997
IS  - 1
SP  - 67
EP  - 86
PG  - 20
SN  - 0378-3758
DO  - 10.1016/S0378-3758(97)00045-1
UR  - https://m2.mtmt.hu/api/publication/22945810
ID  - 22945810
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Giraitis, L
AU  - Leipus, R
AU  - Surgailis, D
TI  - The change-point problem for dependent observations
JF  - JOURNAL OF STATISTICAL PLANNING AND INFERENCE
J2  - J STAT PLAN INFER
VL  - 53
PY  - 1996
IS  - 3
SP  - 297
EP  - 310
PG  - 14
SN  - 0378-3758
DO  - 10.1016/0378-3758(95)00148-4
UR  - https://m2.mtmt.hu/api/publication/22945811
ID  - 22945811
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Yu, H
TI  - A note on strong approximation for quantile processes of strong mixing sequences
JF  - STATISTICS & PROBABILITY LETTERS
J2  - STAT PROBABIL LETT
VL  - 30
PY  - 1996
IS  - 1
SP  - 1
EP  - 7
PG  - 7
SN  - 0167-7152
DO  - 10.1016/0167-7152(95)00194-8
UR  - https://m2.mtmt.hu/api/publication/25749918
ID  - 25749918
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Arcones, MA
TI  - The law of the iterated logarithm for empirical processes under absolute regularity
JF  - JOURNAL OF THEORETICAL PROBABILITY
J2  - J THEOR PROBAB
VL  - 8
PY  - 1995
IS  - 2
SP  - 433
EP  - 451
PG  - 19
SN  - 0894-9840
DO  - 10.1007/BF02212887
UR  - https://m2.mtmt.hu/api/publication/23477001
ID  - 23477001
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - DOUKHAN, P
AU  - MASSART, P
AU  - RIO, E
TI  - INVARIANCE-PRINCIPLES FOR ABSOLUTELY REGULAR EMPIRICAL PROCESSES
JF  - ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
J2  - ANN I H POINCARE-PR
VL  - 31
PY  - 1995
IS  - 2
SP  - 393
EP  - 427
PG  - 35
SN  - 0246-0203
UR  - https://m2.mtmt.hu/api/publication/23477002
ID  - 23477002
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - FOTOPOULOS, SB
AU  - AHN, SK
TI  - STRONG APPROXIMATION OF THE QUANTILE PROCESSES AND ITS APPLICATIONS UNDER STRONG MIXING PROPERTIES
JF  - JOURNAL OF MULTIVARIATE ANALYSIS
J2  - J MULTIVARIATE ANAL
VL  - 51
PY  - 1994
IS  - 1
SP  - 17
EP  - 45
PG  - 29
SN  - 0047-259X
DO  - 10.1006/jmva.1994.1047
UR  - https://m2.mtmt.hu/api/publication/25749925
ID  - 25749925
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - OULDSAID, E
TI  - THE LIL FOR THE EMPIRICAL MULTIVARIATE DISTRIBUTION FUNCTION UNDER ALPHA-MIXING - APPLICATION
JF  - COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE
J2  - CR ACAD SCI I MATH
VL  - 318
PY  - 1994
IS  - 8
SP  - 759
EP  - 763
PG  - 5
SN  - 0764-4442
UR  - https://m2.mtmt.hu/api/publication/23477003
ID  - 23477003
LA  - French
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Bosq, D
TI  - Bernstein-type large deviations inequalities for partial sums of strong mixing processes
JF  - STATISTICS
J2  - STATISTICS-ABINGDON
VL  - 24
PY  - 1993
IS  - 1
SP  - 59
EP  - 70
PG  - 12
SN  - 0233-1888
DO  - 10.1080/02331888308802389
UR  - https://m2.mtmt.hu/api/publication/26119048
ID  - 26119048
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - CAI, ZW
AU  - ROUSSAS, GG
TI  - UNIFORM STRONG ESTIMATION UNDER ALPHA-MIXING, WITH RATES
JF  - STATISTICS & PROBABILITY LETTERS
J2  - STAT PROBABIL LETT
VL  - 15
PY  - 1992
IS  - 1
SP  - 47
EP  - 55
PG  - 9
SN  - 0167-7152
DO  - 10.1016/0167-7152(92)90284-C
UR  - https://m2.mtmt.hu/api/publication/23477004
ID  - 23477004
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - BABBEL, B
TI  - INVARIANCE-PRINCIPLES FOR U-STATISTICS AND VON MISES FUNCTIONALS
JF  - JOURNAL OF STATISTICAL PLANNING AND INFERENCE
J2  - J STAT PLAN INFER
VL  - 22
PY  - 1989
IS  - 3
SP  - 337
EP  - 354
PG  - 18
SN  - 0378-3758
DO  - 10.1016/0378-3758(89)90099-2
UR  - https://m2.mtmt.hu/api/publication/23477006
ID  - 23477006
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - MUSTAFI, CK
TI  - WEAK-CONVERGENCE OF RESIDUAL MEDIAN PROCESS FOR DEPENDENT OR RANDOMLY CENSORED SAMPLES
JF  - COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
J2  - COMMUN STAT-THEOR M
VL  - 18
PY  - 1989
IS  - 8
SP  - 3087
EP  - 3093
PG  - 7
SN  - 0361-0926
DO  - 10.1080/03610928908830079
UR  - https://m2.mtmt.hu/api/publication/23583591
ID  - 23583591
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Sarda, P
AU  - Vieu, P
TI  - Empirical Distribution Function for Mixing Random Variables. Application in Nonparametric Hazard Estimation
JF  - STATISTICS
J2  - STATISTICS-ABINGDON
VL  - 20
PY  - 1989
IS  - 4
SP  - 559
EP  - 571
PG  - 13
SN  - 0233-1888
DO  - 10.1080/02331888908802207
UR  - https://m2.mtmt.hu/api/publication/26119049
ID  - 26119049
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - CSORGO, M
AU  - HORVATH, L
AU  - STEINEBACH, J
TI  - INVARIANCE-PRINCIPLES FOR RENEWAL PROCESSES
JF  - ANNALS OF PROBABILITY
J2  - ANN PROBAB
VL  - 15
PY  - 1987
IS  - 4
SP  - 1441
EP  - 1460
PG  - 20
SN  - 0091-1798
DO  - 10.1214/aop/1176991986
UR  - https://m2.mtmt.hu/api/publication/25749939
ID  - 25749939
N1  - Megjegyzés-22608986
N1 <a href="http://scholar.google.com/scholar?cluster=15319287116194403163" hash="W1P8lHcKmdQJ" target="_new">Google scholar link</a>
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - DHOMPONGSA, S
TI  - ALMOST SURE INVARIANCE-PRINCIPLES FOR THE EMPIRICAL PROCESS OF LACUNARY SEQUENCES
JF  - ACTA MATHEMATICA HUNGARICA
J2  - ACTA MATH HUNG
VL  - 49
PY  - 1987
IS  - 1-2
SP  - 83
EP  - 102
PG  - 20
SN  - 0236-5294
DO  - 10.1007/BF01956313
UR  - https://m2.mtmt.hu/api/publication/23477233
ID  - 23477233
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Emad-Eldin, E-E
AU  - Aly, AA
TI  - On Quantile Processes for m-Dependent RV’s
JF  - STATISTICS
J2  - STATISTICS-ABINGDON
VL  - 18
PY  - 1987
IS  - 3
SP  - 423
EP  - 435
PG  - 13
SN  - 0233-1888
DO  - 10.1080/02331888708802039
UR  - https://m2.mtmt.hu/api/publication/26163471
ID  - 26163471
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - BINGHAM, NH
TI  - VARIANTS ON THE LAW OF THE ITERATED LOGARITHM
JF  - BULLETIN OF THE LONDON MATHEMATICAL SOCIETY
J2  - B LOND MATH SOC
VL  - 18
PY  - 1986
SP  - 432
EP  - 467
PG  - 36
SN  - 0024-6093
DO  - 10.1112/blms/18.5.433
UR  - https://m2.mtmt.hu/api/publication/25748824
ID  - 25748824
N1  - Admin megjegyzés-20076787
#JournalID1#
Name: BULL LOND MATH SOC
ISSN: 0024-6093
#JournalID2#
Megjegyzés-22689643
PN Part 5
Megjegyzés-22689729
PN Part 5
Megjegyzés-22945700
PN Part 5
Megjegyzés-22945771
PN Part 5
Megjegyzés-23477009
PN 5
Megjegyzés-23477514
PN 5
Megjegyzés-23487571
PN 5
Megjegyzés-23487858
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Megjegyzés-23583598
PN 5
Megjegyzés-24337277
PN 5
Megjegyzés-24337602
PN 5
Megjegyzés-24384420
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Megjegyzés-22689798
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Megjegyzés-22945727
PN Part 5
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PN 5
Megjegyzés-23477307
PN 5
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - DHOMPONGSA, S
TI  - UNIFORM LAWS OF THE ITERATED LOGARITHM FOR LIPSCHITZ CLASSES OF FUNCTIONS
JF  - ACTA SCIENTIARUM MATHEMATICARUM (SZEGED)
J2  - ACTA SCI MATH (SZEGED)
VL  - 50
PY  - 1986
IS  - 1-2
SP  - 105
EP  - 124
PG  - 20
SN  - 0001-6969
UR  - https://m2.mtmt.hu/api/publication/26119170
ID  - 26119170
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - LIO, YL
AU  - PADGETT, WJ
AU  - YU, KF
TI  - ON THE ASYMPTOTIC PROPERTIES OF A KERNEL TYPE QUANTILE ESTIMATOR FROM CENSORED SAMPLES
JF  - JOURNAL OF STATISTICAL PLANNING AND INFERENCE
J2  - J STAT PLAN INFER
VL  - 14
PY  - 1986
IS  - 2
SP  - 169
EP  - 177
PG  - 9
SN  - 0378-3758
DO  - 10.1016/0378-3758(86)90154-0
UR  - https://m2.mtmt.hu/api/publication/23583601
ID  - 23583601
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - MORROW, GJ
AU  - PHILIPP, W
TI  - INVARIANCE-PRINCIPLES FOR PARTIAL SUM PROCESSES AND EMPIRICAL PROCESSES INDEXED BY SETS
JF  - PROBABILITY THEORY AND RELATED FIELDS
J2  - PROBAB THEORY REL
VL  - 73
PY  - 1986
IS  - 1
SP  - 11
EP  - 42
PG  - 32
SN  - 0178-8051
DO  - 10.1007/BF01845991
UR  - https://m2.mtmt.hu/api/publication/23477516
ID  - 23477516
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Denker, M
AU  - Grillenberger, C
AU  - Keller, G
TI  - A note on invariance principles for v. Mises' statistics
JF  - METRIKA
J2  - METRIKA
VL  - 32
PY  - 1985
IS  - 1
SP  - 197
EP  - 214
PG  - 18
SN  - 0026-1335
DO  - 10.1007/BF01897813
UR  - https://m2.mtmt.hu/api/publication/26119051
ID  - 26119051
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - BEIRLANT, J
AU  - HORVATH, L
TI  - APPROXIMATIONS OF M-OVERLAPPING SPACINGS PROCESSES
JF  - SCANDINAVIAN JOURNAL OF STATISTICS
J2  - SCAND J STAT
VL  - 11
PY  - 1984
IS  - 4
SP  - 225
EP  - 245
PG  - 21
SN  - 0303-6898
UR  - https://m2.mtmt.hu/api/publication/23477013
ID  - 23477013
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Csörgő, Sándor
AU  - Hall, P
TI  - THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS
JF  - AUSTRALIAN JOURNAL OF STATISTICS
J2  - AUST J STAT
VL  - 26
PY  - 1984
SP  - 189
EP  - 218
PG  - 30
SN  - 0004-9581
DO  - 10.1111/j.1467-842X.1984.tb01233.x
UR  - https://m2.mtmt.hu/api/publication/1029330
ID  - 1029330
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - BRADLEY, RC
TI  - APPROXIMATION THEOREMS FOR STRONGLY MIXING RANDOM-VARIABLES
JF  - MICHIGAN MATHEMATICAL JOURNAL
J2  - MICH MATH J
VL  - 30
PY  - 1983
IS  - 1
SP  - 69
EP  - 81
PG  - 13
SN  - 0026-2285
UR  - https://m2.mtmt.hu/api/publication/23477264
ID  - 23477264
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - Dudley, RM
AU  - Philipp, W
TI  - Invariance principles for sums of Banach space valued random elements and empirical processes
JF  - ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE
J2  - Z WAHRSC VERW GEBIETE
VL  - 62
PY  - 1983
IS  - 4
SP  - 509
EP  - 552
PG  - 44
SN  - 0044-3719
DO  - 10.1007/BF00534202
UR  - https://m2.mtmt.hu/api/publication/25753028
ID  - 25753028
LA  - English
DB  - MTMT
ER  - 

TY  - JOUR
AU  - PHILIPP, W
AU  - PINZUR, L
TI  - ALMOST SURE APPROXIMATION THEOREMS FOR THE MULTIVARIATE EMPIRICAL PROCESS
JF  - ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE
J2  - Z WAHRSC VERW GEBIETE
VL  - 54
PY  - 1980
IS  - 1
SP  - 1
EP  - 13
PG  - 13
SN  - 0044-3719
DO  - 10.1007/BF00535346
UR  - https://m2.mtmt.hu/api/publication/23477278
ID  - 23477278
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  -