A nonadapted version of the invariance principle of Peligrad and Utev

Dalibor Volný

doi:10.1016/j.crma.2007.05.024

Probability Theory

A nonadapted version of the invariance principle of Peligrad and Utev
[Version non adaptée du principe d'invariance de Peligrad et Utev]

Présenté par : Marc Yor

Dalibor Volný ¹

¹ Laboratoire de mathématiques, Université de Rouen, technopôle du Madrillet, 76801 Saint-Étienne-du-Rouvray, France

Comptes Rendus. Mathématique, Volume 345 (2007) no. 3, pp. 167-169.

Résumé
Abstract

Nous présentons une version non adaptée du principe d'invariance de Peligrad et Utev [M. Peligrad, S. Utev, A new maximal inequality and invariance principle for stationary sequences, Ann. Probab. 33 (2005) 798–815].

We present a nonadapted version of the invariance principle of Peligrad and Utev [M. Peligrad, S. Utev, A new maximal inequality and invariance principle for stationary sequences, Ann. Probab. 33 (2005) 798–815].

Reçu le : 2007-04-23
Accepté le : 2007-05-31
Publié le : 2007-07-17

DOI : 10.1016/j.crma.2007.05.024

Affiliations des auteurs :

Dalibor Volný ¹

¹ Laboratoire de mathématiques, Université de Rouen, technopôle du Madrillet, 76801 Saint-Étienne-du-Rouvray, France

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     title = {A nonadapted version of the invariance principle of {Peligrad} and {Utev}},
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Dalibor Volný. A nonadapted version of the invariance principle of Peligrad and Utev. Comptes Rendus. Mathématique, Volume 345 (2007) no. 3, pp. 167-169. doi : 10.1016/j.crma.2007.05.024. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2007.05.024/

Bibliographie
Cité par

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[6] M. Peligrad; S. Utev A new maximal inequality and invariance principle for stationary sequences, Ann. Probab., Volume 33 (2005), pp. 798-815

[7] M. Peligrad; S. Utev; W.B. Wu A maximal $L_{p}$ -inequality for stationary sequences and applications, Proc. Amer. Math. Soc., Volume 135 (2007), pp. 541-550

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[10] D. Volný Martingale approximation of non adapted stochastic processes with nonlinear growth of variance (P. Bertail; P. Doukhan; P. Soulier, eds.), Dependence in Probability and Statistics Series, Lecture Notes in Statistics, vol. 187, 2006

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