arXiv:2307.02255 Abstract | arXiv Analytics

arXiv:2307.02255 [math.PR]Abstract References Reviews Resources

Deviation inequalities for dependent sequences with applications to strong approximations

Published 2023-07-05Version 1

In this paper, we give precise rates of convergence in the strong invariance principle for stationary sequences of bounded real-valued random variables satisfying weak dependence conditions. One of the main ingredients is a new Fuk-Nagaev type inequality for a class of weakly dependent sequences. We describe also several classes of processes to which our results apply.

Categories: math.PR

Keywords: dependent sequences, strong approximations, deviation inequalities, satisfying weak dependence conditions, inequality

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