Deviation inequalities for dependent sequences with applications to strong approximations
The paper gives precise rates of convergence in the strong invariance principle for stationary sequences of bounded real-valued random variables satisfying weak dependence conditions. Section 2 contains a new Fuk-Nagaev type inequality for a class of weakly dependent sequences. Section 3 provides the main results concerning the rates in the invariance principles. Section 4 presents several classes of examples. The proof of the Fuk-Nagaev type inequality is given in Section 5. Section 6 is devoted to the proof of results concerning the rates in the invariance principles in the non-degenerate case, whereas the degenerate case is considered in Section 7.
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