Strong approximations for a class of dependent random variables with semi exponential tails
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Publication:6437484
arXiv2305.13001MaRDI QIDQ6437484FDOQ6437484
Authors: Christophe Cuny, Jérôme Dedecker, Florence Merlevède 
Publication date: 22 May 2023
Abstract: We give rates of convergence in the almost sure invariance principle for sums of dependent random variables with semi exponential tails, whose coupling coefficients decrease at a subexponential rate. We show that the rates in the strong invariance principle are in powers of log n. We apply our results to iid products of random matrices.
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