Strong invariance principles with rate for "reverse" martingales and applications
Résumé
In this paper, we obtain almost sure invariance principles with rate of order $n^{1/p}\log^\beta n$, $2< p\le 4$, for sums associated to a sequence of reverse martingale differences. Then, we apply those results to obtain similar conclusions in the context of some non-invertible dynamical systems. For instance we treat several classes of uniformly expanding maps of the interval (for possibly unbounded functions). A general result for $\phi$-dependent sequences is obtained in the course.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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