C Cuny, J Dedecker, F Merlevède
Published 2023-05-22Version 1
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.
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences
Almost sure invariance principle of $β-$mixing time series in Hilbert space
An almost sure invariance principle for some classes of inhomogeneous Markov chains and non-stationary $ρ$-mixing sequences
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