Rates of convergence in the strong invariance principle under projective criteria - Archive ouverte HAL
Article Dans Une Revue Electronic Journal of Probability Année : 2012

Rates of convergence in the strong invariance principle under projective criteria

Résumé

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

Dates et versions

hal-00686034 , version 1 (06-04-2012)

Identifiants

Citer

Jérôme Dedecker, Paul Doukhan, Florence Merlevède. Rates of convergence in the strong invariance principle under projective criteria. Electronic Journal of Probability, 2012, 17, pp.1-31. ⟨10.1214/EJP.v17-1849⟩. ⟨hal-00686034⟩
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