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arXiv:2301.05512 [math.PR]AbstractReferencesReviewsResources

Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences

Jérôme Dedecker, Florence Merlevède

Published 2023-01-13Version 1

We prove a strong invariance principle for the Kantorovich distance between the empiricaldistribution and the marginal distribution of stationary $\alpha$-mixing sequences.

Journal: Statistics and Probability Letters, 2021, 171, pp.108991
Categories: math.PR
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