Strong Approximation Theorems for Independent Random Variables and Their Applications
AbstractThis paper provides an elementary way to establish the general strong approximation theorems for independent random variables by using two special results of Sakhanenko. Applications to the law of the iterated logarithm and the strong law of large numbers are discussed.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 52 (1995)
Issue (Month): 1 (January)
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