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math.PR2014★ 71 cited
Komlós-Major-Tusnády approximation under dependence
István Berkes, Weidong Liu, Wei Biao Wu
The celebrated results of Komlós, Major and Tusnády [Z. Wahrsch. Verw. Gebiete 32 (1975) 111-131; Z. Wahrsch. Verw. Gebiete 34 (1976) 33-58] give optimal Wiener approximation for t…
math.PR2007★ 179 cited
Strong invariance principles for dependent random variables
Wei Biao Wu
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed…