Asymptotic Independence and Additive Functionals

被引：0
作者：
Endre Csáki
Antónia Földes
机构：
[1] Hungarian Academy of Sciences,Alfréd Rényi Institute of Mathematics
[2] City University of New York,undefined
来源：
Journal of Theoretical Probability | 2000年 / 13卷
关键词：
asymptotic independence; random walk; additive functionals; invariance principle;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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页码：1123 / 1144
页数：21
相关论文
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