A new maximal inequality and invariance principle for stationary sequences

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dc.creatorPeligrad, Magda
dc.creatorUtev, Sergey
dc.date2004-06-29
dc.date2005-04-12
dc.date.accessioned2026-07-07T05:09:49Z
dc.date.available2026-07-07T05:09:49Z
dc.descriptionWe derive a new maximal inequality for stationary sequences under a martingale-type condition introduced by Maxwell and Woodroofe [Ann. Probab. 28 (2000) 713-724]. Then, we apply it to establish the Donsker invariance principle for this class of stationary sequences. A Markov chain example is given in order to show the optimality of the conditions imposed.
dc.descriptionPublished at http://dx.doi.org/10.1214/009117904000001035 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0406606
dc.identifierhttp://arxiv.org/abs/math/0406606
dc.identifierAnnals of Probability 2005, Vol. 33, No. 2, 798-815
dc.identifierdoi:10.1214/009117904000001035
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/71727
dc.subjectProbability
dc.subject60F05, 60F17 (Primary)
dc.titleA new maximal inequality and invariance principle for stationary sequences
dc.typetext

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