Title of article :
Strassen-type laws for independent random walks
Author/Authors :
Grill، نويسنده , , Karl، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Pages :
10
From page :
1
To page :
10
Abstract :
Let (Xij) be a double sequence of independent, identically distributed random variables, with mean zero and variance one, whose moment generating function is finite in a neighbourhood of the origin. Let Si(t) be the partial sum process constructed from Xi. We consider the sets Fn = {γ−1nSi(n.):i ⩽ an}, where an is a nondecreasing sequence of integers and γn is a suitable normalizing sequence. We prove a strong approximation result that in particular implies a Strassen-type law if an grows slower than exponential. If an grows at an exponential rate, we prove another Strassen-type result.
Keywords :
Functional laws , Strong approximation , Sums of independent random variables
Journal title :
Stochastic Processes and their Applications
Serial Year :
1997
Journal title :
Stochastic Processes and their Applications
Record number :
1576154
Link To Document :
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