Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales (Q756232)
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scientific article; zbMATH DE number 4190793
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| English | Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales |
scientific article; zbMATH DE number 4190793 |
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Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales (English)
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1991
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We focus on sequences of random vectors which do not admit a strong approximation of their partial sums by sums of independent random vectors. In the first part we prove conditional versions of the Strassen- Dudley theorem. We apply these in the second part of the paper to obtain strong invariance principles for vector-valued martingales which, when properly normalized, converge in law to a mixture of Gaussian distributions.
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strong approximation
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strong invariance principles
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vector-valued martingales
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mixture of Gaussian distributions
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0.8259966373443604
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0.8193222880363464
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0.8098394870758057
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0.7931617498397827
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0.7919732332229614
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