Skip to Main content Skip to Navigation
Lectures

Inequalities and limit theorems for weakly dependent sequences

Abstract : These notes are a translation into Englsh of the preprint "Théorèmes limites pour les suites de variables aléatoires faiblement dépendantes", Prépublication 97-81 de l'Université de Paris-Sud" which was published at the end of the year 1997. This course aims to treat the theory of summation of weakly dependent variables. The first eight chapters give extensions of the classical results for sums of independent random variables to strongly mixing or absolutely regular processes. Chapter 9 is devoted to applications to Markov chains. The potential reader is any researcher who is interested in sharp results for weakly dependent sequences.
Document type :
Lectures
Complete list of metadata

Cited literature [102 references]  Display  Hide  Download

https://cel.archives-ouvertes.fr/cel-00867106
Contributor : Emmanuel Rio <>
Submitted on : Friday, September 27, 2013 - 4:16:48 PM
Last modification on : Tuesday, November 17, 2020 - 1:50:03 PM
Long-term archiving on: : Friday, April 7, 2017 - 4:12:16 AM

Identifiers

  • HAL Id : cel-00867106, version 1

Citation

Emmanuel Rio. Inequalities and limit theorems for weakly dependent sequences. 3rd cycle. 2013, pp.170. ⟨cel-00867106v1⟩

Share

Metrics

Record views

909

Files downloads

4551