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.

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Dates et versions

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

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