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2012 Rates of convergence in the strong invariance principle under projective criteria
Jérôme Dedecker, Paul Doukhan, Florence Merlevède
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Electron. J. Probab. 17: 1-31 (2012). DOI: 10.1214/EJP.v17-1849

Abstract

We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our results apply to a large variety of examples. We present some applications to a reversible Markov chain, to symmetric random walks on the circle, and to functions of dependent sequences.

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Jérôme Dedecker. Paul Doukhan. Florence Merlevède. "Rates of convergence in the strong invariance principle under projective criteria." Electron. J. Probab. 17 1 - 31, 2012. https://doi.org/10.1214/EJP.v17-1849

Information

Accepted: 28 February 2012; Published: 2012
First available in Project Euclid: 4 June 2016

zbMATH: 1245.60040
MathSciNet: MR2900457
Digital Object Identifier: 10.1214/EJP.v17-1849

Subjects:
Primary: 60F17

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