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20062026
most citedRecent advances in invariance principles for stationary sequences

156 citations · 398 across the 47 of their papers we have counts for

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Showing 2011 · math.PRShow all

5 papers · 2 filters

math.PR2011★ 1 cited

The almost sure invariance principle for unbounded functions of expanding maps

Jerome Dedecker, Sébastien Gouëzel, Florence Merlevede

We consider two classes of piecewise expanding maps of : a class of uniformly expanding maps for which the Perron-Frobenius operator has a spectral gap in the space of b…

math.PR2011

Strong approximation of partial sums under dependence conditions with application to dynamical systems

Florence Merlevède, Emmanuel Rio

In this paper, we obtain precise rates of convergence in the strong invariance principle for stationary sequences of real-valued random variables satisfying weak dependence conditi…

math.PR2011★ 2 cited

Almost Sure Invariance Principles via Martingale Approximation

Florence Merlevède, Costel Peligrad, Magda Peligrad

In this paper we estimate the rest of the approximation of a stationary process by a martingale in terms of the projections of partial sums. Then, based on this estimate, we obtain…

math.PR2011★ 65 cited

Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples

Florence Merlevède, Magda Peligrad

The aim of this paper is to propose new Rosenthal-type inequalities for moments of order higher than 2 of the maximum of partial sums of stationary sequences including martingales…

math.PR2011

Rates of convergence in the strong invariance principle under projective criteria

Jérôme Dedecker, Paul Doukhan, Florence Merlevède

We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional e…