A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables (Q1193052): Difference between revisions
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Revision as of 20:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables |
scientific article |
Statements
A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables (English)
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27 September 1992
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A Skorokhod representation is obtained for partial sums \(S_ n=\sum_{i=1}^ n a_ i X_ i\) of weighted i.i.d. r.v.s \(\{X_ i\), \(i\geq 1\}\) with \(E X_ 1=0\) and \(E X_ 1^ 2=1\) and weights \(\{a_ i\), \(i\geq 1\}\). This result enables the author to establish a functional LIL and an almost sure invariance principle for the weighted i.i.d. sequence under consideration.
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Skorokhod representation
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functional LIL
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almost sure invariance principle
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