کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156755 958865 2013 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Strong approximations for nonconventional sums and almost sure limit theorems
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Strong approximations for nonconventional sums and almost sure limit theorems
چکیده انگلیسی
We improve, first, a strong invariance principle from Kifer (2013) [10] for nonconventional sums of the form ∑n=1[Nt]F(X(n),X(2n),…,X(ℓn)) (normalized by 1/N) where X(n),n≥0's is a sufficiently fast mixing vector process with some moment conditions and stationarity properties and F satisfies some regularity conditions. Applying this result we obtain next a version of the law of iterated logarithm for such sums, as well as an almost sure central limit theorem. Among motivations for such results are their applications to multiple recurrence for stochastic processes and dynamical systems.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 6, June 2013, Pages 2286-2302
نویسندگان
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