Strong approximations for a class of dependent random variables with semi exponential tails - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2023

Strong approximations for a class of dependent random variables with semi exponential tails

Résumé

We give rates of convergence in the almost sure invariance principle for sums of dependent random variables with semi exponential tails, whose coupling coefficients decrease at a subexponential rate. We show that the rates in the strong invariance principle are in powers of log n. We apply our results to iid products of random matrices.
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Dates et versions

hal-04100038 , version 1 (17-05-2023)

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C Cuny, J Dedecker, F Merlevède. Strong approximations for a class of dependent random variables with semi exponential tails. 2023. ⟨hal-04100038⟩
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