Strong approximation theorems for independent random variables and their applications (Q1343349): Difference between revisions

This paper provides an elementary way to establish the general strong approximation theorems, or the almost sure invariance principle, for independent but not necessarily identically distributed random variables. The theorems show that in many places the partial sums of independent random variables can be approximated by those of independent normal random variables. These results enrich and develop the results of Sakhanenko (1980, 1984, 1985). Some applications to the law of the iterated logarithm and the strong law of large numbers are discussed, too.