An alternative to the coupling of Berkes-Liu-Wu for strong approximations

DOI10.1016/J.CHAOS.2017.11.019MaRDI QIDQ722975zbMATH OpenOpenAlexFDO

Authors Christophe Cuny, Florence Merlevède, Jérôme Dedecker

Publication date 30 July 2018

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.07957

zbMATH Keywords

Markov chainRosenthal inequalitycontracted iterated random functionsdilating endomorphism of the torusdilating piecewise affine mapspartial sums of dependent sequences

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Discrete-time Markov processes on general state spaces (60J05)

Abstract: In this paper we propose an alternative to the coupling of Berkes, Liu and Wu [1] to obtain strong approximations for partial sums of dependent sequences. The main tool is a new Rosen-thal type inequality expressed in terms of the coupling coefficients. These coefficients are well suited to some classes of Markov chains or dynamical systems, but they also give new results for smooth functions of linear processes.

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Cited in

(3)

• Editorial: Probabilistic aspects of dynamical systems
• Strong approximations for a class of dependent random variables with semi-exponential tails
• Coupling for \(\tau\)-dependent sequences and applications

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