Dependence in Probability and Statistics: A Survey of Recent Results

Description

Front Matter ....Pages i-xi Front Matter ....Pages 1-1 On Central and Non-Central Limit Theorems for Non-Linear Functions of a Stationary Gaussian Process (Tze-Chien Sun, Hwai-Chung Ho)....Pages 3-19 Multivariate Appell polynomials and the central limit theorem (L. Giraitis, D. Surgailis)....Pages 21-71 Using Renewal Processes to Generate Long-Range Dependence and High Variability (Murad S. Taqqu, Joshua B. Levy)....Pages 73-89 Sojourns of Multidimensional Gaussian Processes (Makoto Maejima)....Pages 91-108 Hausdorff dimension of sample paths for self-similar processes (Norio Kôno)....Pages 109-117 Almost sure approximations for U-statistics (Herold Dehling)....Pages 119-135 A Bibliographical Guide to Self-Similar Processes and Long-Range Dependence (Murad S. Taqqu)....Pages 137-162 Front Matter ....Pages 163-163 Basic Properties of Strong Mixing Conditions (Richard C. Bradley)....Pages 165-192 Recent Advances in the Central Limit Theorem and Its Weak Invariance Principle for Mixing Sequences of Random Variables (A Survey) (Magda Peligrad)....Pages 193-223 Invariance Principles for Independent and Weakly Dependent Random Variables (Walter Philipp)....Pages 225-268 Uniform Integrability and the Central Limit Theorem for Strongly Mixing Processes (Manfred Denker, C. M. Goldie, G. J. Morrow)....Pages 269-289 Summability Methods and Dependent Strong Laws (N. H. Bingham)....Pages 291-300 Front Matter ....Pages 301-301 On Martingale Central Limit Theory (Peter Gaenssler, Erich Haeusler)....Pages 303-334 Limit Laws for Generalizations of Martingales (Ernst Eberlein)....Pages 335-345 Front Matter ....Pages 347-347 Joint Characteristic Functions and Associated Sequences (André Robert Dabrowski)....Pages 349-360 Infinitely Divisible Distributions; Gibbs States and Correlations (Ed Waymire)....Pages 361-381 The Central Limit Problem for Infinitely Divisible Random Measures (Robert M. Burton, Ed Waymire)....Pages 383-395 Front Matter ....Pages 397-397 Weak Convergence of Moving Averages with Infinite Variance (Florin Avram, Murad S. Taqqu)....Pages 399-415 Limit Theory for the Sample Correlation Function of Moving Averages (Richard Davis, Sidney Resnick)....Pages 417-426 Front Matter ....Pages 427-427 Extreme values for stationary sequences (George L. O’Brien)....Pages 429-437 Extreme Values and Rare Events of Non-Stationary Random Sequences (Jürg Hüsler)....Pages 439-456 Stationary Self-Similar Extremal Processes and Random Semicontinuous Functions (Wim Vervaat)....Pages 457-473 Back Matter ....Pages 475-475