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20092026
most citedOn martingale approximations and the quenched weak invariance principle

37 citations · 140 across the 23 of their papers we have counts for

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17 papers · 1 filter

math.PR2026

Global Central Limit Theorems for Markov chains with normal transition operator

Christophe Cuny, Michael Lin

Let be a Markov operator on a general state space with invariant probability , assumed ergodic. When is normal in , we prove the necessity of uniform erg…

math.PR2023

Limit theorems for iid products of positive matrices

C Cuny, J Dedecker, F Merlevède

We study stochastic properties of the norm cocycle associated with iid products of positive matrices. We obtain the almost sure invariance principle (ASIP) with rate o(n 1/p) under…

math.PR2022★ 1 cited

Deviation and concentration inequalities for dynamical systems with subexponential decay of correlation

C Cuny, J Dedecker, F Merlevède

We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations…

math.PR2019

Rates of convergence in invariance principles for random walks on linear groups via martingale methods

Christophe Cuny, Jérôme Dedecker, Florence Merlevède

In this paper, we give explicit rates in the central limit theorem and in the almost sure invariance principle for general R d-valued cocycles that appear in the study of the left…

math.PR2017★ 1 cited

An alternative to the coupling of Berkes-Liu-Wu for strong approximations

Christophe Cuny, Jérôme Dedecker, Florence Merlevède

In this paper we propose an alternative to the coupling of Berkes, Liu and Wu [1] to obtain strong approximations for partial sums of dependent sequences. The main tool is a new Ro…

math.PR2017

On the Komlós, Major and Tusnády strong approximation for some classes of random iterates

Christophe Cuny, Jérôme Dedecker, Florence Merlevède

The famous results of Komlós, Major and Tusnády (see [15] and [17]) state that it is possible to approximate almost surely the partial sums of size n of i.i.d. centered random vari…