| Título: | Rates of convergence in the strong invariance principle under projective criteria |
| Autores: |
Dedecker, Jérôme; Université Paris Descartes Doukhan, Paul; Université Cergy-Pontoise Merlevède, Florence; Université Paris-Est Marne-la-Vallée |
| Fecha: | 2012-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
almost sure invariance principle ; strong approximations ; weak dependence ; Markov chains 60F17 |
| Descripción: | 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. |
| Idioma: | Inglés |
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