An almost sure invariance principle for triangular arrays of banach space valued random variables

Summary We give a simpler proof of the probability invariance principle for triangular arrays of independent identically distributed random variables with values in a separable Banach space, recently proved by de Acosta [1], and improve this result to an almost sure invariance principle.     

The invariance principle for Banach space valued random variables

We extend the invariance principle to triangular arrays of Banach space valued random variables, and as an application derive the invariance principle for lattices of random variables. We also point out how the q-dimensional time parameter Yeh-Wiener process is naturally related to a one dimensional time Wiener process with an infinite dimensional Banach space as a state space.     

An almost sure invariance principle for trimmed sums of random vectors

Let {X _n ; n ≥ 1} be a sequence of independent and identically distributed random vectors in ℜ ^p with Euclidean norm |·|, and let X _n ^(r) = X _m if |X _m | is the r-th maximum of {|X _k |; k ≤ n}. Define S _n = Σ _k≤n X _k and ^(r) S _n − (X _n ⁽¹⁾ + ... + X _n ^(r)). In this paper a generalized strong invariance principle for the trimmed sums ^(r) S _n is derived.     

An almost sure invariance principle for random walks in a space-time random environment

We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance principle and considering environments with an L² averaged drift. We also state an a.s. invariance principle for random walks in general random environments whose hypothesis requires a subdiffusive bound on the variance of the quenched mean, under an ergodic invariant measure for the environment chain. T. Sepp?l?inen was partially supported by National Science Foundation grant DMS-0402231.     

An almost sure invariance principle for lacunary trigonometric series

Acta Mathematica Hungarica -     

Central limit theorem for Banach space valued fuzzy random variables

In this paper we prove a central limit theorem for Borel measurable nonseparably valued random elements in the case of Banach space valued fuzzy random variables.

     

The divergence of Banach space valued random variables on Wiener space

The domain of definition of the divergence operator δ on an abstract Wiener space (W,H,μ) is extended to include W–valued and – valued “integrands”. The main properties and characterizations of this extension are derived and it is shown that in some sense the added elements in δ’s extended domain have divergence zero. These results are then applied to the analysis of quasiinvariant flows induced by W-valued vector fields and, among other results, it turns out that these divergence-free vector fields “are responsible” for generating measure preserving flows. Mathematics Subject Classification (2000): Primary 60H07, Secondary 60H05 An erratum to this article is available at .     

An almost sure central limit theorem for the weight function sequences of NA random variables

Consider the weight function sequences of NA random variables. This paper proves that the almost sure central limit theorem holds for the weight function sequences of NA random variables. Our results generalize and improve those on the almost sure central limit theorem previously obtained from the i.i.d. case to NA sequences.     

An invariance principle for lattices of dependent random variables

Summary It is shown that for -mixing arrays of Banach space valued random vectors the central limit theorem implies the invariance principle. Applying this result to lattices of random variables a higher dimensional invariance principle under dependence assumptions is obtained.Dedicated to Professor Leopold Schmetterer