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

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:122

Article

Merlevede, Florence^2,3  Rio, Emmanuel¹ 

[1] Univ Versailles, Math Lab, CNRS, UMR 8100, F-78035 Versailles, France

[2] Univ Paris Est Marne la Vallee, LAMA, F-77454 Marne La Vallee, France

[3] CNRS, UMR 8050, F-77454 Marne La Vallee, France

关键词: Almost sure invariance principle;    Strong approximations;    Weak dependence;    Strong mixing;    Intermittent maps;    Dynamical systems;    Markov chains;   

DOI  :  10.1016/j.spa.2011.08.012

来源: Elsevier

【 摘 要 】

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) [30] as a special case. Applications to unbounded functions of intermittent maps are given. (C) 2011 Elsevier B.V. All rights reserved.

【 授权许可】

Free