English

Strong approximation results for the empirical process of stationary sequences

Probability 2013-10-22 v1

Abstract

We prove a strong approximation result for the empirical process associated to a stationary sequence of real-valued random variables, under dependence conditions involving only indicators of half lines. This strong approximation result also holds for the empirical process associated to iterates of expanding maps with a neutral fixed point at zero, as soon as the correlations decrease more rapidly than n1δn^{-1-\delta} for some positive δ\delta. This shows that our conditions are in some sense optimal.

Keywords

Cite

@article{arxiv.1310.5451,
  title  = {Strong approximation results for the empirical process of stationary sequences},
  author = {Jérôme Dedecker and Florence Merlevède and Emmanuel Rio},
  journal= {arXiv preprint arXiv:1310.5451},
  year   = {2013}
}

Comments

Published in at http://dx.doi.org/10.1214/12-AOP798 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)