Almost sure approximations and laws of iterated logarithm for signatures

Yuri Kifer

Stochastic Processes and their Applications, 2025, vol. 182, issue C

Abstract: We obtain strong invariance principles for normalized multiple iterated sums and integrals of the form SN(ν)(t)=N−ν/2∑0≤k1<...Keywords: Rough paths; Signatures; Strong approximations; Berry–Esseen estimates; α; ϕ- and ψ-mixing; Stationary process; Shifts; Dynamical systems (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spa.2025.104576

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