A Fourth Moment Inequality for Functionals of Stationary Processes

DOI10.1239/jap/1231340235zbMath1157.60029arXiv0806.2980OpenAlexW2124046819MaRDI QIDQ5504163

Olivier Durieu

Publication date: 21 January 2009

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

Full work available at URL: https://arxiv.org/abs/0806.2980

zbMATH Keywords

dynamical systemMarkov chaininvariance principlestationary processempirical distribution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Measure-preserving transformations (28D05) Generalized stochastic processes (60G20) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Approximating class approach for empirical processes of dependent sequences indexed by functions ⋮ Central limit theorem for Markov processes with spectral gap in the Wasserstein metric ⋮ New techniques for empirical processes of dependent data

Cites Work

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• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
• Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness

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