English

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 n1/plogβnn^{1/p}\log^\beta n, 2<p42< p\le 4, 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 ϕ\phi-dependent sequences is obtained in the course.

Keywords

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

R2 v1 2026-06-21T22:06:29.324Z