Strong approximation of partial sums under dependence conditions with application to dynamical systems
RIO, Emmanuel
Advanced Learning Evolutionary Algorithms [ALEA]
Laboratoire de Mathématiques de Versailles [LMV]
Advanced Learning Evolutionary Algorithms [ALEA]
Laboratoire de Mathématiques de Versailles [LMV]
RIO, Emmanuel
Advanced Learning Evolutionary Algorithms [ALEA]
Laboratoire de Mathématiques de Versailles [LMV]
< Réduire
Advanced Learning Evolutionary Algorithms [ALEA]
Laboratoire de Mathématiques de Versailles [LMV]
Langue
en
Document de travail - Pré-publication
Résumé en anglais
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 ...Lire la suite >
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.< Réduire
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