Strong approximation of partial sums under dependence conditions with application to dynamical systems

Florence Merlevède, Emmanuel Rio

Published 2011-03-16Version 1

In this paper, we obtain precise rates of convergence in the strong invariance principle for stationary sequences of real-valued random variables satisfying weak dependence conditions including strong mixing in the sense of Rosenblatt (1956) as a special case. Applications to unbounded functions of intermittent maps are given.