On the coupling of dependent random variables and applications
Over the past 25 years, coupling methods have become very popular tools in the study of limit theorems for dependent random variables. The essential idea is to approximate a given process of dependent random variables by a process of independent random variables with the same marginal distribution, in such a way that known limit theorems for independent processes carry over to the dependent process. This has proved to be a very useful technique in establishing central limit theorems, laws of the iterated logarithm as well as functional versions of these results and empirical process limit theorems. Starting from the seminal contribution of \textit{I. Berkes} and \textit{W. Philipp} [Ann. Probab. 7, 29--54 (1979; Zbl 0392.60024)], where \(\mathbb{R}^d\)-valued strongly mixing processes and infinite-dimensional uniformly mixing processes were studied, coupling techniques have been refined by various authors. The authors of the present paper first give a nice survey of coupling techniques, focussing on the partition method and the quantile transform, and establish sharp bounds on the distance of the two processes in terms of mixing coefficients. In the remaining part of the paper, coupling methods are applied to study uniform laws of large numbers for dependent variables and the central limit problem for strongly mixing processes. For the entire collection see [Zbl 1005.00016].
- Some remarks on coupling of dependent random variables
- Some strong limit theorems for \(\tilde \rho\)-mixing sequences of random variables
- scientific article; zbMATH DE number 97777
- A note on the uniform laws for dependent processes via coupling
- The functional central limit theorem under the strong mixing condition
- Convergence rates in the strong law for bounded mixing sequences
- scientific article; zbMATH DE number 819207
- Coupling for \(\tau\)-dependent sequences and applications
- New dependence coefficients. Examples and applications to statistics
- Some remarks on coupling of dependent random variables
- Coupling for minimal distance
- Cutting levels of the winning probability relation of random variables pairwisely coupled by a same Frank copula
- Coupling of Wiener processes by using copulas
- Central limit theorem for sampled sums of dependent random variables
- scientific article; zbMATH DE number 4084671 (Why is no real title available?)
- scientific article; zbMATH DE number 63763 (Why is no real title available?)
- scientific article; zbMATH DE number 819207 (Why is no real title available?)
- The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$
- A note on the uniform laws for dependent processes via coupling
- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
- Limit theorem for random walk in weakly dependent random scenery
- An alternative to the coupling of Berkes-Liu-Wu for strong approximations
- Variance and exponential estimates via coupling
- An empirical central limit theorem for dependent sequences
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