Holderian weak invariance principle for stationary mixing sequences

DOI10.1007/S10959-015-0633-9MaRDI QIDQ521965zbMATH OpenOpenAlexFDO

Authors Davide Giraudo

Publication date 12 April 2017

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

Full work available at URL https://arxiv.org/abs/1409.8169

zbMATH Keywords

mixing conditionsstrictly stationary processweak invariance principleHölder space

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Abstract: We provide some sufficient mixing conditions on a strictly stationary sequence in order to guarantee the weak invariance principle in H"older spaces. Strong mixing and $ho$-mixing conditions are investigated as well as $au$-dependent sequences. The main tools are Fuk-Nagaev type inequalities for mixing sequences and a truncation argument.

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Cited in

(8)

• A deviation bound for \(\alpha\)-dependent sequences with applications to intermittent maps
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• Weak invariance principle in some Besov spaces for stationary martingale differences
• An exponential inequality for \(U\)-statistics of i.i.d. data
• Hölderian weak invariance principle under the Maxwell and Woodroofe condition
• An exponential inequality for orthomartingale difference random fields and some applications

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