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Some remarks on coupling of dependent random variables

✍ Scribed by Magda Peligrad

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 125 KB
Volume: 60
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(02)00318-8

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✦ Synopsis

In this note we investigate the coupling of a dependent random vector with an independent one, having the same marginal distributions. An upper bound of the distance in L 1 between the variables with the same rank is given in terms of mixing coe cients. We shall apply our coupling method to the uniform law of large numbers.

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