Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Journal of Theoretical Probability Pub Date : 2023-12-06 DOI:10.1007/s10959-023-01306-0

Christophe Cuny, Jérôme Dedecker, Florence Merlevède

引用次数: 0

Abstract

We give rates of convergence in the almost sure invariance principle for sums of dependent random variables with semi-exponential tails, whose coupling coefficients decrease at a sub-exponential rate. We show that the rates in the strong invariance principle are in powers of \(\log n\). We apply our results to iid products of random matrices.

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一类具有半指数尾的相关随机变量的强逼近

对于耦合系数以次指数速率递减的半指数尾相依随机变量和，我们给出了其几乎确定不变原理下的收敛速率。我们证明了在强不变性原理中的速率是\(\log n\)的幂。我们将我们的结果应用于随机矩阵的id乘积。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Theoretical Probability 数学-统计学与概率论

CiteScore

1.50

自引率

12.50%

发文量

审稿时长

6-12 weeks

期刊介绍： Journal of Theoretical Probability publishes high-quality, original papers in all areas of probability theory, including probability on semigroups, groups, vector spaces, other abstract structures, and random matrices. This multidisciplinary quarterly provides mathematicians and researchers in physics, engineering, statistics, financial mathematics, and computer science with a peer-reviewed forum for the exchange of vital ideas in the field of theoretical probability.