Strong approximation of partial sums under dependence conditions with application to dynamical systems
From MaRDI portal
Publication:655330
DOI10.1016/J.SPA.2011.08.012zbMATH Open1230.60034arXiv1103.3241OpenAlexW2021210018MaRDI QIDQ655330FDOQ655330
Authors: Florence Merlevède, Emmanuel Rio 
Publication date: 4 January 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Abstract: In this paper, we obtain precise rates of convergence in the strong invariance principle for stationary sequences of real-valued random variables satisfying weak dependence conditions including strong mixing in the sense of Rosenblatt (1956) as a special case. Applications to unbounded functions of intermittent maps are given.
Full work available at URL: https://arxiv.org/abs/1103.3241
Recommendations
dynamical systemsstrong mixingweak dependenceMarkov chainsintermittent mapsstrong approximationsalmost sure invariance principle
Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Dynamical systems involving maps of the interval (37E05)
Cites Work
- Title not available (Why is that?)
- An approximation of partial sums of independent RV's, and the sample DF. II
- The approximation of partial sums of independent RV's
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Strong invariance principles for dependent random variables
- Almost sure invariance principle for nonuniformly hyperbolic systems
- A vector-valued almost sure invariance principle for hyperbolic dynamical systems
- On strong invariance principles under dependence assumptions
- The functional law of the iterated logarithm for stationary strongly mixing sequences
- Asymptotic theory of weakly dependent stochastic processes
- Title not available (Why is that?)
- On the functional central limit theorem for stationary processes
- POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES
- Title not available (Why is that?)
- An invariance principle for the law of the iterated logarithm
- On the weak invariance principle for stationary sequences under projective criteria
- Almost sure invariance principle for dynamical systems by spectral methods
- About the Lindeberg method for strongly mixing sequences
- On mean central limit theorems for stationary sequences
- Title not available (Why is that?)
- Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
- Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness
- Approximation theorems for independent and weakly dependent random vectors
- Almost sure invariance principles for mixing sequences of random variables
- Law of the iterated logarithm for stationary processes
- On the tail behavior of sums of independent random variables
- On a Representation of Random Variables
- Approximation theorems for strongly mixing random variables
- Rates of convergence for minimal distances in the central limit theorem under projective criteria
- Distances minimales et distances idéales
- A note on a theorem of Berkes and Philipp for dependent sequences
- Sur Les Fonctions de Deux Variables Dont Les Coupes Sont des Derivees
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (23)
- Rates in almost sure invariance principle for slowly mixing dynamical systems
- Deviation inequalities for dependent sequences with applications to strong approximations
- A quenched weak invariance principle
- Change-point detection based on weighted two-sample U-statistics
- Rates of convergence in the strong invariance principle under projective criteria
- Strong approximations for a class of dependent random variables with semi-exponential tails
- Sunklodas' approach to normal approximation for time-dependent dynamical systems
- An alternative to the coupling of Berkes-Liu-Wu for strong approximations
- Quadratic transportation cost in the conditional central limit theorem for dependent sequences
- Self-organisation in cellular automata with coalescent particles: qualitative and quantitative approaches
- Title not available (Why is that?)
- Rates in almost sure invariance principle for nonuniformly hyperbolic maps
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
- Rates of convergence in the strong invariance principle for non-adapted sequences application to ergodic automorphisms of the torus
- Strong approximation results for the empirical process of stationary sequences
- Rates of convergence in invariance principles for random walks on linear groups via martingale methods
- Almost sure invariance principle for sequential and non-stationary dynamical systems
- A deviation bound for \(\alpha\)-dependent sequences with applications to intermittent maps
- Strong invariance principles with rate for ``reverse martingale differences and applications
- Rates in almost sure invariance principle for dynamical systems with some hyperbolicity
- Strong approximations for nonconventional sums and almost sure limit theorems
- Komlós-Major-Tusnády approximation under dependence
- Rates in the strong invariance principle for ergodic automorphisms of the torus
This page was built for publication: Strong approximation of partial sums under dependence conditions with application to dynamical systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q655330)
