Rates of convergence in the strong invariance principle under projective criteria

DOI10.1214/EJP.V17-1849zbMATH Open1245.60040arXiv1102.5061MaRDI QIDQ428622FDOQ428622

Authors: Jérôme Dedecker, Paul Doukhan, Florence Merlevède 

Publication date: 22 June 2012

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

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.

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

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zbMATH Keywords

weak dependenceMarkov chainsstrong approximationsalmost sure invariance principle

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Cited In (11)

• Deviation inequalities for dependent sequences with applications to strong approximations
• A compact LIL for martingales in \(2\)-smooth Banach spaces with applications
• Rates of convergence for minimal distances in the central limit theorem under projective criteria
• Limit theorems and inequalities via martingale methods
• Rates of convergence in the strong invariance principle for non-adapted sequences application to ergodic automorphisms of the torus
• On martingale approximations and the quenched weak invariance principle
• Strong invariance principles with rate for ``reverse martingale differences and applications
• Title not available (Why is that?)
• Independence of Four Projective Criteria for the Weak Invariance Principle
• Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\)
• Komlós-Major-Tusnády approximation under dependence

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