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Strong Approximation for Non-homogeneous Random Flights

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  • Elena Bashtova

  • Alexey Shashkin

Abstract

We prove several theorems establishing strong Gaussian approximation for random flights. These are the first results of this type provided for such class of random processes. Examples include flights generated by renewal processes and processes satisfying some mixing conditions.

Suggested Citation

  • Elena Bashtova & Alexey Shashkin, 2025. "Strong Approximation for Non-homogeneous Random Flights," Journal of Theoretical Probability, Springer, vol. 38(4), pages 1-12, December.
  • Handle: RePEc:spr:jotpro:v:38:y:2025:i:4:d:10.1007_s10959-025-01443-8
    DOI: 10.1007/s10959-025-01443-8
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    References listed on IDEAS

    as
    1. E. Orsingher & A. Gregorio, 2007. "Random Flights in Higher Spaces," Journal of Theoretical Probability, Springer, vol. 20(4), pages 769-806, December.
    2. Hafouta, Yeor, 2023. "An almost sure invariance principle for some classes of non-stationary mixing sequences," Statistics & Probability Letters, Elsevier, vol. 193(C).
    3. Bashtova, Elena & Shashkin, Alexey, 2022. "Strong Gaussian approximation for cumulative processes," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 1-18.
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