Some remarks on coupling of dependent random variables
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The paper considers the coupling of a dependent random vector with an independent one, having the same marginals. The author provides an \(L_1\)-distance in terms of mixing coefficients. The coupling method is applied to prove a uniform law of large numbers for a sequence of weakly dependent random variables.
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Cites work
- A maximal coupling for Markov chains
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Cited in
(13)- Coupling for \(\tau\)-dependent sequences and applications
- New dependence coefficients. Examples and applications to statistics
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- Detecting changes in the trend function of heteroscedastic time series
- Bounds in Wasserstein distance for locally stationary functional time series
- Optimal transport convergence of conditional distribution estimation for single-indexed locally stationary functional time series
- A strong invariance principle for positively or negatively associated random fields
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