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05 May 2024
 
  » arxiv » 1707.7957

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An alternative to the coupling of Berkes-Liu-Wu for strong approximations
Christophe Cuny ; Jérôme Dedecker ; Florence Merlevède ;
Date 25 Jul 2017
AbstractIn this paper we propose an alternative to the coupling of Berkes, Liu and Wu [1] to obtain strong approximations for partial sums of dependent sequences. The main tool is a new Rosen-thal type inequality expressed in terms of the coupling coefficients. These coefficients are well suited to some classes of Markov chains or dynamical systems, but they also give new results for smooth functions of linear processes.
Source arXiv, 1707.7957
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