A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables
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A Skorokhod representation is obtained for partial sums \(S_ n=\sum_{i=1}^ n a_ i X_ i\) of weighted i.i.d. r.v.s \(\{X_ i\), \(i\geq 1\}\) with \(E X_ 1=0\) and \(E X_ 1^ 2=1\) and weights \(\{a_ i\), \(i\geq 1\}\). This result enables the author to establish a functional LIL and an almost sure invariance principle for the weighted i.i.d. sequence under consideration.
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Cites work
- A law of the iterated logarithm for martingales
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- Convergence of weighted averages of independent random variables
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- scientific article; zbMATH DE number 3718235 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3502497 (Why is no real title available?)
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- scientific article; zbMATH DE number 3236476 (Why is no real title available?)
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- Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
- Iterated Logarithm laws for weighted averages
- Lim sup behavior of sums of geometrically weighted i.i.d. random variables
- On the law of the iterated logarithm
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- Upper and lower functions for martingales and mixing processes
Cited in
(10)- On complete convergence of triangular arrays of independent random variables
- A weighted central limit theorem
- A law of the iterated logarithm for arithmetic functions
- On an inequality of Karlin and Rinott concerning weighted sums of i.i.d. random variables
- Lois du logarithme itéré avec pondérations additives
- Non-linear functionals preserving normal distribution and their asymptotic normality
- A note on asymptotics of linear combinations of IID random variables
- What is the effective sample size of a spatial point process?
- Inferential procedures based on the weighted Pearson correlation coefficient test statistic
- Upper-lower class tests for weighted i.i.d. sequences and martingales
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