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Asymptotic Independence and Additive Functionals

Author

Listed:
  • Endre Csáki

    (Hungarian Academy of Sciences)

  • Antónia Földes

    (City University of New York)

Abstract

A strong approximation result is proved for the partial sum process of i.i.d. sequence of vectors having dependent components, where the components of the approximating process are independent. This result is applied for additive functionals of random walks in one and two dimensions.

Suggested Citation

  • Endre Csáki & Antónia Földes, 2000. "Asymptotic Independence and Additive Functionals," Journal of Theoretical Probability, Springer, vol. 13(4), pages 1123-1144, October.
    • Handle: RePEc:spr:jotpro:v:13:y:2000:i:4:d:10.1023_a:1007826310706
    DOI: 10.1023/A:1007826310706
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    References listed on IDEAS

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    1. Auer, Peter, 1990. "The circle homogeneously covered by random walk on 2," Statistics & Probability Letters, Elsevier, vol. 9(5), pages 403-407, May.
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