Deviation inequalities for dependent sequences with applications to strong approximations
Probability
2023-07-06 v1
Abstract
In this paper, we give precise rates of convergence in the strong invariance principle for stationary sequences of bounded real-valued random variables satisfying weak dependence conditions. One of the main ingredients is a new Fuk-Nagaev type inequality for a class of weakly dependent sequences. We describe also several classes of processes to which our results apply.
Cite
@article{arxiv.2307.02255,
title = {Deviation inequalities for dependent sequences with applications to strong approximations},
author = {J Dedecker and F Merlevède and Emmanuel Rio},
journal= {arXiv preprint arXiv:2307.02255},
year = {2023}
}