{ "id": "2307.02255", "version": "v1", "published": "2023-07-05T12:54:18.000Z", "updated": "2023-07-05T12:54:18.000Z", "title": "Deviation inequalities for dependent sequences with applications to strong approximations", "authors": [ "J Dedecker", "F Merlevède", "Emmanuel Rio" ], "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2023-07-05T12:54:18.000Z" } ], "analyses": { "keywords": [ "dependent sequences", "strong approximations", "deviation inequalities", "satisfying weak dependence conditions", "inequality" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }