Rates of convergence in the strong invariance principle under projective criteria

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
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Article dans une revue
Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2012, 17, pp.1-31
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https://hal.archives-ouvertes.fr/hal-00686034
Contributeur : Jérôme Dedecker <>
Soumis le : vendredi 6 avril 2012 - 17:21:05
Dernière modification le : jeudi 12 janvier 2017 - 16:35:05

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  • HAL Id : hal-00686034, version 1

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Jérôme Dedecker, Paul Doukhan, Florence Merlevède. Rates of convergence in the strong invariance principle under projective criteria. Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2012, 17, pp.1-31. <hal-00686034>

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