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Rates of convergence in the strong invariance principle under projective criteria


 
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1. Title Title of document Rates of convergence in the strong invariance principle under projective criteria
 
2. Creator Author's name, affiliation, country Jérôme Dedecker; Université Paris Descartes; France
 
2. Creator Author's name, affiliation, country Paul Doukhan; Université Cergy-Pontoise; France
 
2. Creator Author's name, affiliation, country Florence Merlevède; Université Paris-Est Marne-la-Vallée; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) almost sure invariance principle ; strong approximations ; weak dependence ; Markov chains
 
3. Subject Subject classification 60F17
 
4. Description Abstract

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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2012-02-28
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format Untitled (), PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/1849
 
10. Identifier Digital Object Identifier 10.1214/EJP.v17-1849
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 17
 
12. Language English=en en
 
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