Weak convergence for empirical processes of associated sequences
Sana Louhichi (2000)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “The functional central limit theorem for strongly mixing processes”
Weak convergence for empirical processes of associated sequences
On the functional central limit theorem for stationary processes
Jérôme Dedecker, Emmanuel Rio (2000)
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Invariance principles for absolutely regular empirical processes
P. Doukhan, P. Massart, E. Rio (1995)
Annales de l'I.H.P. Probabilités et statistiques
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Moderate deviations for stationary sequences of bounded random variables
Jérôme Dedecker, Florence Merlevède, Magda Peligrad, Sergey Utev (2009)
Annales de l'I.H.P. Probabilités et statistiques
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In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of -mixing sequences, contracting Markov chains, expanding maps of the interval, and symmetric random walks on the circle are given.
Three-dimensional reflected driftless random walks in troughs : new asymptotic behavior
Sanjar Aspandiiarov, Roudolf Iasnogorodski (1999)
Annales de l'I.H.P. Probabilités et statistiques
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