most citedOn the rate of convergence in the weak invariance principle for dependent random variables with applications to Markov chains

15 citations · 15 across the 1 of their papers we have counts for

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math.PR2024★ 15 cited

On the rate of convergence in the weak invariance principle for dependent random variables with applications to Markov chains

Ion Grama, Émile Le Page, Marc Peigné

We prove an invariance principle for non-stationary random processes and establish a rate of convergence under a new type of mixing condition. The dependence is exponentially decay…