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A Note on the Uniform Laws for Dependent Processes Via Coupling

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  • Magda Peligrad

    (University of Cincinnati)

Abstract

In this note we investigate the coupling of a class of dependent sequences with an independent one having the same marginal distributions. This method is then used to prove that a uniform law of averages for this class holds if a similar law holds for the associated independent sequence.

Suggested Citation

  • Magda Peligrad, 2001. "A Note on the Uniform Laws for Dependent Processes Via Coupling," Journal of Theoretical Probability, Springer, vol. 14(4), pages 979-988, October.
    • Handle: RePEc:spr:jotpro:v:14:y:2001:i:4:d:10.1023_a:1012524819781
    DOI: 10.1023/A:1012524819781
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    References listed on IDEAS

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    1. Nobel, Andrew & Dembo, Amir, 1993. "A note on uniform laws of averages for dependent processes," Statistics & Probability Letters, Elsevier, vol. 17(3), pages 169-172, June.
    2. Yukich, J. E., 1986. "Rates of convergence for classes of functions: The non-i.i.d. case," Journal of Multivariate Analysis, Elsevier, vol. 20(2), pages 175-189, December.
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    Cited by:

    1. J. Dedecker & C. Prieur, 2004. "Coupling for τ-Dependent Sequences and Applications," Journal of Theoretical Probability, Springer, vol. 17(4), pages 861-885, October.

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