Strong approximations for a class of dependent random variables with semi exponential tails - Université Bretagne Sud Access content directly
Preprints, Working Papers, ... Year : 2023

Strong approximations for a class of dependent random variables with semi exponential tails

Abstract

We give rates of convergence in the almost sure invariance principle for sums of dependent random variables with semi exponential tails, whose coupling coefficients decrease at a subexponential rate. We show that the rates in the strong invariance principle are in powers of log n. We apply our results to iid products of random matrices.
Fichier principal
Vignette du fichier
KMT-momentexpo-HAL.pdf (295.92 Ko) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-04100038 , version 1 (17-05-2023)

Identifiers

Cite

C Cuny, J Dedecker, F Merlevède. Strong approximations for a class of dependent random variables with semi exponential tails. 2023. ⟨hal-04100038⟩
13 View
4 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More