Strong invariance principles for dependent random variables
Probability
2011-11-10 v1
Abstract
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.
Cite
@article{arxiv.0711.3674,
title = {Strong invariance principles for dependent random variables},
author = {Wei Biao Wu},
journal= {arXiv preprint arXiv:0711.3674},
year = {2011}
}
Comments
Published in at http://dx.doi.org/10.1214/009117907000000060 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)