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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- Sunklodas' approach to normal approximation for time-dependent dynamical systems
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- 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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