Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences
Jérôme DedeckerFlorence Merlevède
所有作者
Jérôme DedeckerFlorence Merlevède
文献摘要
We prove a strong invariance principle for the Kantorovich distance between the empiricaldistribution and the marginal distribution of stationary α-mixing sequences.