156 citations · 398 across the 47 of their papers we have counts for
4 papers · 2 filters
Rates in almost sure invariance principle for quickly mixing dynamical systems
C Cuny, J Dedecker, A Korepanov +1
For a large class of quickly mixing dynamical systems, we prove that the error in the almost sure approximation with a Brownian motion is of order O((log n)^a) with a 2. Spec…
Behavior of the empirical Wasserstein distance in R^d under moment conditions
Jérôme Dedecker, Florence Merlevède
We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p [1, ) between the empirical measure of indepen…
Functional CLT for martingale-like nonstationary dependent structures
Florence Merlevède, Magda Peligrad, Sergey Utev
In this paper we develop non-stationary martingale techniques for dependent data. We shall stress the non-stationary version of the projective Maxwell-Woodroofe condition, which wi…
Unbounded Largest Eigenvalue of Large Sample Covariance Matrices: Asymptotics, Fluctuations and Applications
Florence Merlevède, Jamal Najim, Peng Tian
Given a large sample covariance matrix where is a matrix with i.i.d. centered entries, and is a de…