Some remarks on coupling of dependent random variables (Q1871329)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some remarks on coupling of dependent random variables |
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Some remarks on coupling of dependent random variables (English)
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7 May 2003
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The paper considers the coupling of a dependent random vector with an independent one, having the same marginals. The author provides an \(L_1\)-distance in terms of mixing coefficients. The coupling method is applied to prove a uniform law of large numbers for a sequence of weakly dependent random variables.
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coupling
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weakly dependent sequences
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mixing
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uniform law of large numbers
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