Strong invariance principles with rate for "reverse" martingales and applications
Probability
2012-09-18 v1
Abstract
In this paper, we obtain almost sure invariance principles with rate of order , , for sums associated to a sequence of reverse martingale differences. Then, we apply those results to obtain similar conclusions in the context of some non-invertible dynamical systems. For instance we treat several classes of uniformly expanding maps of the interval (for possibly unbounded functions). A general result for -dependent sequences is obtained in the course.
Cite
@article{arxiv.1209.3677,
title = {Strong invariance principles with rate for "reverse" martingales and applications},
author = {Christophe Cuny and Florence Merlevede},
journal= {arXiv preprint arXiv:1209.3677},
year = {2012}
}
Comments
29 pages