Rates of convergence in the strong invariance principle under projective criteria

DOI10.1214/EJP.V17-1849MaRDI QIDQ428622zbMATH OpenFDO

Authors Jérôme Dedecker, Paul Doukhan, Florence Merlevède

Publication date 22 June 2012

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.5061

zbMATH Keywords

weak dependenceMarkov chainsstrong approximationsalmost sure invariance principle

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Abstract: We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our results apply to a large variety of examples, including mixing processes of different kinds. We present some applications to symmetric random walks on the circle, to functions of dependent sequences, and to a reversible Markov chain.

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