Title of article :
A general strong approximation theorem for dependent -valued random vectors
Author/Authors :
Fu، نويسنده , , Ke-Ang، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2011
Abstract :
For a sequence of φ-mixing R d -valued random vectors { X n , n ⩾ 1 } , based on the Berkes–Philipp coupling construction and the blocking method with growing blocks, a general strong approximation theorem is derived without second absolute moment, which extends previous result for independent cases.
Keywords :
Mixing dependence , Strong approximation , Brownian motion
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications