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 for some positive . 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)