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

DOI10.1016/J.CHAOS.2017.11.019zbMATH Open1392.60031arXiv1707.07957OpenAlexW2738424947MaRDI QIDQ722975FDOQ722975

Florence Merlevède, Jérôme Dedecker, Christophe Cuny

Publication date: 30 July 2018

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

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.

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

Recommendations

• scientific article; zbMATH DE number 1944030
• On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
• Strong approximation of partial sums under dependence conditions with application to dynamical systems
• scientific article
• Coupling for \(\tau\)-dependent sequences and applications

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)

Cites Work

• Komlós-Major-Tusnády approximation under dependence
• An approximation of partial sums of independent RV's, and the sample DF. II
• Nonlinear system theory: Another look at dependence
• Ergodic properties of invariant measures for piecewise monotonic transformations
• Recurrence times and rates of mixing
• Almost sure invariance principle for nonuniformly hyperbolic systems
• The central limit theorem for random dynamical systems
• A probabilistic approach to intermittency
• Title not available (Why is that?)
• Almost sure invariance principle for dynamical systems by spectral methods
• Limit theorems for iterated random functions
• Strong approximation of partial sums under dependence conditions with application to dynamical systems
• Title not available (Why is that?)
• On the distribution of values of sums of the type \(\sum f(2^kt)\)
• Title not available (Why is that?)
• On the Central Limit Theorem for Dynamical Systems
• Pavages auto-affines, op�rateurs de transfert et crit�res de r�seau dans ? d
• On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
• Strong invariance principles with rate for ``reverse martingale differences and applications
• Strong approximation for additive functionals of geometrically ergodic Markov chains
• Title not available (Why is that?)

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

This page was built for publication: An alternative to the coupling of Berkes-Liu-Wu for strong approximations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q722975)