Merlevède, Florence; Peligrad, Magda Functional central limit theorem via nonstationary projective conditions. (English) Zbl 07814328 Adamczak, Radosław (ed.) et al., High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15–19, 2020. Cham: Springer. Prog. Probab. 80, 229-254 (2023). MSC: 60F17 60G48 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, Prog. Probab. 80, 229--254 (2023; Zbl 07814328) Full Text: DOI
Cuny, C.; Dedecker, J.; Merlevède, F.; Peligrad, M. Berry-Esseen type bounds for the left random walk on \({\mathrm{GL}_d}(\mathbb{R})\) under polynomial moment conditions. (English) Zbl 1519.60031 Ann. Probab. 51, No. 2, 495-523 (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60B15 60G50 PDFBibTeX XMLCite \textit{C. Cuny} et al., Ann. Probab. 51, No. 2, 495--523 (2023; Zbl 1519.60031) Full Text: DOI arXiv
Dedecker, Jérôme; Merlevède, Florence; Rio, Emmanuel Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems. (English) Zbl 1498.60115 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités LI. Cham: Springer. Lect. Notes Math. 2301, 189-238 (2022). MSC: 60F15 60A10 60J05 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Lect. Notes Math. 2301, 189--238 (2022; Zbl 1498.60115) Full Text: DOI arXiv
Dedecker, Jérôme; Merlevède, Florence Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case. (English) Zbl 1493.62514 Statistics 56, No. 1, 53-72 (2022). MSC: 62M10 62G30 60F05 60F15 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{F. Merlevède}, Statistics 56, No. 1, 53--72 (2022; Zbl 1493.62514) Full Text: DOI HAL
Merlevède, Florence; Peligrad, Magda Functional CLT for nonstationary strongly mixing processes. (English) Zbl 1471.60044 Stat. Probab. Lett. 156, Article ID 108581, 10 p. (2020). Reviewer: Martin Wendler (Greifswald) MSC: 60F17 60G48 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, Stat. Probab. Lett. 156, Article ID 108581, 10 p. (2020; Zbl 1471.60044) Full Text: DOI
Cuny, Christophe; Dedecker, Jérôme; Merlevède, Florence On the Komlós, Major and Tusnády strong approximation for some classes of random iterates. (English) Zbl 1384.60071 Stochastic Processes Appl. 128, No. 4, 1347-1385 (2018). MSC: 60F17 60G10 60J05 PDFBibTeX XMLCite \textit{C. Cuny} et al., Stochastic Processes Appl. 128, No. 4, 1347--1385 (2018; Zbl 1384.60071) Full Text: DOI arXiv
Dedecker, Jérôme; Gouëzel, Sébastien; Merlevède, Florence Large and moderate deviations for bounded functions of slowly mixing Markov chains. (English) Zbl 1386.60072 Stoch. Dyn. 18, No. 2, Article ID 1850017, 38 p. (2018). MSC: 60E15 60J05 37A25 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Stoch. Dyn. 18, No. 2, Article ID 1850017, 38 p. (2018; Zbl 1386.60072) Full Text: DOI arXiv
Dedecker, J.; Merlevède, F. Moment bounds for dependent sequences in smooth Banach spaces. (English) Zbl 1318.60028 Stochastic Processes Appl. 125, No. 9, 3401-3429 (2015). MSC: 60E15 60G48 37E05 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{F. Merlevède}, Stochastic Processes Appl. 125, No. 9, 3401--3429 (2015; Zbl 1318.60028) Full Text: DOI arXiv
Cuny, Christophe; Merlevède, Florence Strong invariance principles with rate for “reverse” martingale differences and applications. (English) Zbl 1353.60031 J. Theor. Probab. 28, No. 1, 137-183 (2015). Reviewer: Hans Crauel (Frankfurt am Main) MSC: 60F17 30C30 37E05 60G48 PDFBibTeX XMLCite \textit{C. Cuny} and \textit{F. Merlevède}, J. Theor. Probab. 28, No. 1, 137--183 (2015; Zbl 1353.60031) Full Text: DOI arXiv HAL
Dedecker, Jérôme; Merlevède, Florence; Peligrad, Magda A quenched weak invariance principle. (English. French summary) Zbl 1304.60031 Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 3, 872-898 (2014). Reviewer: Edward Omey (Brussels) MSC: 60F05 60F17 60J05 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 3, 872--898 (2014; Zbl 1304.60031) Full Text: DOI arXiv Euclid
Cuny, Christophe; Merlevède, Florence On martingale approximations and the quenched weak invariance principle. (English) Zbl 1354.60031 Ann. Probab. 42, No. 2, 760-793 (2014). MSC: 60F25 60G42 60G10 60F17 60F05 60F10 60F15 PDFBibTeX XMLCite \textit{C. Cuny} and \textit{F. Merlevède}, Ann. Probab. 42, No. 2, 760--793 (2014; Zbl 1354.60031) Full Text: DOI arXiv Euclid
Dedecker, Jérôme; Merlevède, Florence; Rio, Emmanuel Strong approximation results for the empirical process of stationary sequences. (English) Zbl 1284.60069 Ann. Probab. 41, No. 5, 3658-3696 (2013). Reviewer: Martin Wendler (Bochum) MSC: 60F17 60G10 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Ann. Probab. 41, No. 5, 3658--3696 (2013; Zbl 1284.60069) Full Text: DOI arXiv Euclid
Dedecker, Jérôme; Merlevède, Florence; Pène, Françoise Rates of convergence in the strong invariance principle for non-adapted sequences application to ergodic automorphisms of the torus. (English) Zbl 1278.60064 Houdré, Christian (ed.) et al., High dimensional probability VI. The Banff volume. Proceedings of the sixth high dimensional probability conference (HDP VI), Banff, Canada, October 9–14, 2011. Basel: Birkhäuser (ISBN 978-3-0348-0489-9/hbk; 978-3-0348-0490-5/ebook). Progress in Probability 66, 113-138 (2013). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 37D30 60F15 60F99 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Prog. Probab. 66, 113--138 (2013; Zbl 1278.60064) Full Text: DOI arXiv
Merlevède, Florence; Peligrad, Magda Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples. (English) Zbl 1274.60056 Ann. Probab. 41, No. 2, 914-960 (2013). Reviewer: Allan Gut (Uppsala) MSC: 60E15 60G10 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, Ann. Probab. 41, No. 2, 914--960 (2013; Zbl 1274.60056) Full Text: DOI arXiv Euclid
Merlevède, Florence; Peligrad, Magda; Rio, Emmanuel A Bernstein type inequality and moderate deviations for weakly dependent sequences. (English) Zbl 1242.60020 Probab. Theory Relat. Fields 151, No. 3-4, 435-474 (2011). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60E15 60F10 PDFBibTeX XMLCite \textit{F. Merlevède} et al., Probab. Theory Relat. Fields 151, No. 3--4, 435--474 (2011; Zbl 1242.60020) Full Text: DOI arXiv
Dedecker, Jérôme; Merlevède, Florence The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in \({\mathbb L}^p\). (English) Zbl 1184.60008 ESAIM, Probab. Stat. 11, 102-114 (2007). MSC: 60F10 62G30 60F05 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{F. Merlevède}, ESAIM, Probab. Stat. 11, 102--114 (2007; Zbl 1184.60008) Full Text: DOI Numdam EuDML
Merlevède, Florence; Peligrad, Magda On the weak invariance principle for stationary sequences under projective criteria. (English) Zbl 1117.60022 J. Theor. Probab. 19, No. 3, 647-689 (2006). Reviewer: Ken-ichi Yoshihara (Tokyo) MSC: 60F05 60F17 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, J. Theor. Probab. 19, No. 3, 647--689 (2006; Zbl 1117.60022) Full Text: DOI
Comte, F.; Merlevéde, F. Super optimal rates for nonparametric density estimation via projection estimators. (English) Zbl 1065.62057 Stochastic Processes Appl. 115, No. 5, 797-826 (2005). MSC: 62G07 62M09 62G20 PDFBibTeX XMLCite \textit{F. Comte} and \textit{F. Merlevéde}, Stochastic Processes Appl. 115, No. 5, 797--826 (2005; Zbl 1065.62057) Full Text: DOI
Dedecker, Jérôme; Merlevède, Florence The conditional central limit theorem in Hilbert spaces. (English) Zbl 1075.60501 Stochastic Processes Appl. 108, No. 2, 229-262 (2003). Reviewer: Daniel Hlubinka (Praha) MSC: 60B12 60F05 60F17 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{F. Merlevède}, Stochastic Processes Appl. 108, No. 2, 229--262 (2003; Zbl 1075.60501) Full Text: DOI
Dedecker, Jérôme; Merlevède, Florence Necessary and sufficient conditions for the conditional central limit theorem. (English) Zbl 1015.60016 Ann. Probab. 30, No. 3, 1044-1081 (2002). MSC: 60F05 28D05 60F17 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{F. Merlevède}, Ann. Probab. 30, No. 3, 1044--1081 (2002; Zbl 1015.60016) Full Text: DOI
Merlevède, Florence; Peligrad, Magda The functional central limit theorem under the strong mixing condition. (English) Zbl 1023.60040 Ann. Probab. 28, No. 3, 1336-1352 (2000). MSC: 60F17 60F05 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, Ann. Probab. 28, No. 3, 1336--1352 (2000; Zbl 1023.60040) Full Text: DOI