Deviation inequalities for dependent sequences with applications to strong approximations - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2023

Deviation inequalities for dependent sequences with applications to strong approximations

Résumé

In this paper, we give precise rates of convergence in the strong invariance principle for stationary sequences of bounded real-valued random variables satisfying weak dependence conditions. One of the main ingredients is a new Fuk-Nagaev type inequality for a class of weakly dependent sequences. We describe also several classes of processes to which our results apply.
Fichier principal
Vignette du fichier
KMTNagaevTheta30June.pdf (328.76 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-04152477 , version 1 (05-07-2023)

Identifiants

Citer

J Dedecker, F Merlevède, Emmanuel Rio. Deviation inequalities for dependent sequences with applications to strong approximations. 2023. ⟨hal-04152477⟩
23 Consultations
9 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More