Wei Biao Wu
Published 2007-11-23Version 1
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated logarithm are also obtained under easily verifiable conditions.
Comments: Published in at http://dx.doi.org/10.1214/009117907000000060 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2007, Vol. 35, No. 6, 2294-2320
Strong laws for balanced triangular urns
Approximations Related to the Sums of $m$-dependent Random Variables
On the rate of convergence in the weak invariance principle for dependent random variables with applications to Markov chains
![QR code for arXiv:0711.3674 [math.PR]](http://oss.arxitics.com/images/favicon.svg)