On weighted approximations in \(D[0,1]\) with applications to self-normalized partial sum processes (Q1046770)

Let \((X_{n})_{n\geq 1}\) be a sequence of non-degenerate i.i.d. zero-mean random variables that belongs to the domain of attraction of the normal law. The authors deal with the best possible weighted approximations in \(D\left[0,1\right] \) for the partial sum process \(\left\{ S_{\left[ nt\right] },\;0\leq t\leq 1\right\} \), where \(S_{n}=\sum_{i=1}^{n}X_{i},\;n\geq 1,S_{0}=0.\) The results obtained are used to establish similar results for the sequence \ \(\left\{ S_{\left[ nt\right] }/V_{n},0\leq t\leq 1\right\} _{n\geq 1}\) of self-normalized partial sum processes, where \(V_{n}^{2}= \sum_{i=1}^{n}X_{i}^{2}\). Finally, \(L_{p}\)-approximations\ of weighted self-normalized partial sum processes for \(p>0\;\) are also discussed.