An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables (Q910095)

This paper provides a general almost sure invariance principle for partial sums \(S_ t\) of a stationary ergodic martingale difference sequence taking values in a real separable Banach space. Without changing the distribution, the sums are shown to be approximable by a suitable Banach space valued Brownian motion (W(t), \(t\geq 0)\) with an error term o(t log log t)\({}^{1/2}\) as \(t\to \infty\). This extends the classical result of \textit{V. Strassen} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 3, 211-226 (1964; Zbl 0132.129)] to the Banach space setting and considerable existing theory is unified. Various applications to cases of weakly dependent stationary sequences are also provided.