| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155888 | Stochastic Processes and their Applications | 2012 | 32 Pages |
Abstract
In this paper, we obtain precise rates of convergence in the strong invariance principle for stationary sequences of real-valued random variables satisfying weak dependence conditions including strong mixing in the sense of Rosenblatt (1956) [30] as a special case. Applications to unbounded functions of intermittent maps are given.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Florence Merlevède, Emmanuel Rio,