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Rates of convergence in the strong invariance principle under projective criteria

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Publication:428622
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DOI10.1214/EJP.v17-1849zbMath1245.60040arXiv1102.5061MaRDI QIDQ428622

Paul Doukhan, Jérôme Dedecker, Florence Merlevède

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.5061


zbMATH Keywords

Markov chainsweak dependencestrong approximationsalmost sure invariance principle


Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)


Related Items (7)

Limit theorems and inequalities via martingale methods ⋮ Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\) ⋮ On martingale approximations and the quenched weak invariance principle ⋮ Komlós-Major-Tusnády approximation under dependence ⋮ Rates of Convergence in the Strong Invariance Principle for Non-adapted Sequences Application to Ergodic Automorphisms of the Torus ⋮ A compact LIL for martingales in \(2\)-smooth Banach spaces with applications ⋮ Strong invariance principles with rate for ``reverse martingale differences and applications




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