\(L_ p\)-approximations of weighted partial sum processes (Q2366188)

Let \(X_ 1\), \(X_ 2,\dots\) be independent and identically distributed random variables with \(EX_ 1=0\), \(EX^ 2_ 1=1\); \(S_{[nt]}=X_ 1+X_ 2+\cdots+X_{[nt]}\), \(0\leq t<\infty\). The strong approximation in \(L_ p\)-distance of a weighted sum process \(n^{-1/2}S_{[nt]}/q(t)\) by a Wiener process is obtained, where \(q(t)\) is a nonrandom weight function from a special class of positive functions. Using this result, the author proves the convergence in distribution of weighted \(L_ p\)- functionals of \(U\)-statistic type processes.