Strong approximation of partial sums under dependence conditions with application to dynamical systems

2011/03/16 by Florence Merlevède, Merlevède, Florence, E. Rio +1
Decision Sciences · Mathematics · #37E05 #60F17 #FOS: Mathematics #Fuzzy Systems and Optimization #Mathematical Dynamics and Fractals #Probability (math.PR) #Probability and Risk Models

paper · doi:10.48550/arxiv.1103.3241

openalex publication_date 2011/03/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

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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