Strassen-type invariance principles for exchangeable sequences (Q1116176): Difference between revisions

Let \(\{X_ i:\) \(i\geq 1\}\) be an exchangeable sequence of real random variables such that \(E(X_ i)=0\), \(E(X^ 2_ i)=1\), and \(E(X_ iX_ j)=0\), \(E((X^ 2_ i-1)(X^ 2_ j-1))=0\) for \(i\neq j\). The author states the following results: Theorem 1. We can redefine \(\{X_ i:\) \(i\geq 1\}\) on a new probability space together with a sequence \(\{Y_ i:\) \(i\geq 1\}\) of independent standard normal variables such that \[ (n \log \log n)^{- 1/2}(\sum_{i\leq n}X_ i-\sum_{i\leq n}Y_ i)\to 0\quad a.s. \] Theorem 2. We can refefine \(\{X_ i:\) \(i\geq 1\}\) on a new probability space together with a sequence \(\{Z_ i:\) \(i\geq 1\}\) of independent standard normal random variables such that \[ n^{-1/2}(\sum_{i\leq n}X_ i-\sum_{i\leq n}Z_ i)\to 0\text{ in probability.} \]