An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables, Probability Theory and Related Fields, vol.20, issue.2, pp.161-201, 1990. ,
DOI : 10.1007/BF01197844
Sharp inequalities for martingales and stochastic integrals, pp.157-158, 1987. ,
On martingale approximations and the quenched weak invariance principle, The Annals of Probability, vol.42, issue.2, 2012. ,
DOI : 10.1214/13-AOP856
URL : https://hal.archives-ouvertes.fr/hal-00745641
The conditional central limit theorem in Hilbert spaces. Stochastic Process, Appl, vol.108, pp.229-262, 2003. ,
Invariance principles for linear processes with application to isotonic regression, Bernoulli, vol.17, issue.1, pp.88-113, 2011. ,
DOI : 10.3150/10-BEJ273
URL : https://hal.archives-ouvertes.fr/hal-00685928
Rates of Convergence in the Strong Invariance Principle for Non-adapted Sequences Application to Ergodic Automorphisms of the Torus, 2012. ,
DOI : 10.1007/978-3-0348-0490-5_9
URL : https://hal.archives-ouvertes.fr/hal-00713797
On the Weak Invariance Principle for Non-Adapted Sequences under Projective Criteria, Journal of Theoretical Probability, vol.32, issue.3, pp.971-1004, 2007. ,
DOI : 10.1007/s10959-007-0090-1
URL : https://hal.archives-ouvertes.fr/hal-00022125
The central limit theorem for stationary processes, Dokl. Akad. Nauk SSSR, vol.188, pp.739-741, 1969. ,
On the central limit theorem and iterated logarithm law for stationary processes, Bulletin of the Australian Mathematical Society, vol.10, issue.01, pp.1-8, 1975. ,
DOI : 10.1214/aop/1176996714
Limit theorems for non-hyperbolic automorphisms of the torus, Israel Journal of Mathematics, vol.6, issue.2, pp.61-73, 1999. ,
DOI : 10.1007/BF02775027
Central limit theorem for ergodic endomorphisms of compact commutative groups, Dokl. Acad. Sci. USSR, vol.135, pp.258-261, 1960. ,
Dynamical properties of quasihyperbolic toral automorphisms, Ergodic Theory Dynamical Systems, pp.49-68, 1982. ,
DOI : 10.1007/BF02771569
Almost sure invariance principles for mixing sequences of random variables, Stochastic Process, Appl, vol.48, pp.319-334, 1993. ,
Almost sure behavior of sums of independent random variables and martingales, Proc. Fifth Berkeley Sympos, pp.315-343, 1965. ,
Strong invariance principles for dependent random variables, The Annals of Probability, vol.35, issue.6, pp.2294-2320, 2007. ,
DOI : 10.1214/009117907000000060
Moderate deviations for stationary processes, Statist. Sinica, vol.18, pp.769-782, 2008. ,