An extension of Billingsley’s uniform boundedness theorem to higher-dimensional -processes
Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.
Invariance principle in is studied using signed random measures. This approach to the problem uses an explicit isometry between and a reproducing kernel Hilbert space giving a very convenient setting for the study of compactness and convergence of the sequence of Donsker functions. As an application, we prove a version of the invariance principle in the case of -mixing random variables. Our result is not available in the -setting.
We establish an optimal, linear rate of convergence for the stochastic homogenization of discrete linear elliptic equations. We consider the model problem of independent and identically distributed coefficients on a discretized unit torus. We show that the difference between the solution to the random problem on the discretized torus and the first two terms of the two-scale asymptotic expansion has the same scaling as in the periodic case. In particular the L2-norm in probability of the H1-norm...