A strong approximation of self-normalized sums

被引：0
作者：
Miklós Csörgő
ZhiShui Hu
机构：
[1] Carleton University,School of Mathematics and Statistics
[2] University of Science and Technology of China,Department of Statistics and Finance, School of Management
来源：
Science China Mathematics | 2013年 / 56卷
关键词：
strong approximation; self-normalized sums; domain of attraction of the normal law; 60F15; 60F17; 62E20;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Let {X,Xn, n ⩾ 1} be a sequence of independent identically distributed random variables with EX = 0 and assume that EX2I(|X| ⩽ x) is slowly varying as x→∞, i.e., X is in the domain of attraction of the normal law. In this paper a Strassen-type strong approximation is established for self-normalized sums of such random variables.
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页码：149 / 160
页数：11
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