Strong approximation of partial sums under dependence conditions with application to dynamical systems
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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.
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- A deviation bound for \(\alpha\)-dependent sequences with applications to intermittent maps
- Strong invariance principles with rate for ``reverse martingale differences and applications
- A quenched weak invariance principle
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
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- Self-organisation in cellular automata with coalescent particles: qualitative and quantitative approaches
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- Sunklodas' approach to normal approximation for time-dependent dynamical systems
- Komlós-Major-Tusnády approximation under dependence
- Rates in almost sure invariance principle for nonuniformly hyperbolic maps
- Rates of convergence in invariance principles for random walks on linear groups via martingale methods
- An alternative to the coupling of Berkes-Liu-Wu for strong approximations
- Strong approximations for nonconventional sums and almost sure limit theorems
- scientific article; zbMATH DE number 4015812 (Why is no real title available?)
- Deviation inequalities for dependent sequences with applications to strong approximations
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- Rates in the strong invariance principle for ergodic automorphisms of the torus
- Rates in almost sure invariance principle for dynamical systems with some hyperbolicity
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