Empirical Processes of Multidimensional Systems with Multiple Mixing Properties

Abstract : We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can prove the empirical process CLT for ergodic torus automorphisms. Our results also apply to Markov chains and dynamical systems having a spectral gap on some Banach space of functions. Our proof uses a multivariate extension of the techniques introduced by Dehling, Durieu and Volný \cite{DehDurVol09} in the univariate case. As an important technical ingredient, we prove a $(2p)$th moment bound for partial sums in multiply mixing systems.
Type de document :
Article dans une revue
Stochastic Processes and their Applications, Elsevier, 2011, 121 (5), pp.1076-1096. <10.1016/j.spa.2011.01.010>
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-00474313
Contributeur : Olivier Durieu <>
Soumis le : lundi 19 avril 2010 - 16:03:29
Dernière modification le : mercredi 27 juillet 2016 - 14:48:48

Identifiants

Collections

Citation

Herold Dehling, Olivier Durieu. Empirical Processes of Multidimensional Systems with Multiple Mixing Properties. Stochastic Processes and their Applications, Elsevier, 2011, 121 (5), pp.1076-1096. <10.1016/j.spa.2011.01.010>. <hal-00474313>

Partager

Métriques

Consultations de la notice

69