Strong invariance principles for dependent random variables

Details Strong invariance principles for dependent random variables Strong invariance principles for dependent random variables

2007-11-23

arxiv.org/abs/0711.3674v1

Annals of Probability 2007, Vol. 35, No. 6, 2294-2320

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/009117907000000060 the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117907000000060

We establish strong invariance principles for sums of stationary and ergodic
processes with nearly optimal bounds. Applications to linear and some nonlinear
processes are discussed. Strong laws of large numbers and laws of the iterated
logarithm are also obtained under easily verifiable conditions.

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