Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences

Jérôme Dedecker; Florence Merlevède

doi:10.1016/j.spl.2020.108991

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arXiv · 2301.05512

Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences

Jérôme Dedecker·Florence Merlevède

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Abstract

We prove a strong invariance principle for the Kantorovich distance between the empiricaldistribution and the marginal distribution of stationary $\alpha$-mixing sequences.

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Jérôme Dedecker, Florence Merlevède. 2023-01-13. Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences. https://doi.org/10.1016/j.spl.2020.108991

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