


















We obtain strong invariance principles for normalized multiple iterated sums and integrals of the form $\bbS_N^{(ν)}(t)=N^{-ν/2}\sum_{0\leq k_1<...<k_ν\leq Nt}ξ(k_1)\otimes\cdots\otimesξ(k_ν)$, $t\in[0,T]$ and $\bbS_N^{(ν)}(t)=N^{-ν/2}\int_{0\leq s_1\leq...\leq s_ν\leq Nt}ξ(s_1)\otimes\cdots\otimesξ(s_ν)ds_1\cdots ds_ν$, where $\{ξ(k)\}_{-\infty<k<\infty}$ and $\{ξ(s)\}_{-\infty<s<\infty}$ are centered stationary vector processes with some weak dependence properties. These imply also laws of iterated logarithm and an almost sure central limit theorem for such objects. In the continuous time we work both under direct weak dependence assumptions and also within the suspension setup which is more appropriate for applications in dynamical systems. Similar results under substantially more restricted conditions were obtained in \cite{FK} relying heavily on rough paths theory and notations while here we obtain these results in a more direct way which makes them accessible to a wider readership. This is a companion paper of our paper "Limit theorems for signatures" and we consider a similar setup and rely on many result from there.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。