Strong approximation of partial sums under dependence conditions with application to dynamical systems

Florence Merlevède; Emmanuel Rio

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arXiv · 1103.3241

Strong approximation of partial sums under dependence conditions with application to dynamical systems

Florence Merlevède·Emmanuel Rio

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Abstract

In this paper, we obtain precise rates of convergence in the strong invariance principle for stationary sequences of real-valued random variables satisfying weak dependence conditions including strong mixing in the sense of Rosenblatt (1956) as a special case. Applications to unbounded functions of intermittent maps are given.

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Florence Merlevède, Emmanuel Rio. 2011-03-16. Strong approximation of partial sums under dependence conditions with application to dynamical systems. https://arxiv.org/abs/1103.3241

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