Strong approximations for a class of dependent random variables with semi-exponential tails

DOI10.1007/s10959-023-01306-0MaRDI QIDQ6592138

Christophe Cuny, Jérôme Dedecker, Florence Merlevède

Publication date: 24 August 2024

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

zbMATH Keywords

Markov chainscouplingproducts of random matricesalmost sure invariance principle

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Functional limit theorems; invariance principles (60F17) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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