A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables

DOI10.1216/rmjm/1181072802zbMath0758.60032OpenAlexW2061576918MaRDI QIDQ1193052

Evan Fisher

Publication date: 27 September 1992

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/rmjm/1181072802

zbMATH Keywords

Skorokhod representationalmost sure invariance principlefunctional LIL

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (8)

On complete convergence of triangular arrays of independent random variables ⋮ What is the effective sample size of a spatial point process? ⋮ A note on asymptotics of linear combinations of IID random variables ⋮ Upper-lower class tests for weighted i.i.d. sequences and martingales ⋮ A weighted central limit theorem ⋮ Lois du logarithme itéré avec pondérations additives ⋮ Unnamed Item ⋮ A law of the iterated logarithm for arithmetic functions

Cites Work

• Stability of random variables and iterated logarithm laws for martingales and quadratic forms
• Lim sup behavior of sums of geometrically weighted i.i.d. random variables
• Upper and lower functions for martingales and mixing processes
• Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
• Iterated Logarithm laws for weighted averages
• An invariance principle for the law of the iterated logarithm
• Convergence of weighted averages of independent random variables
• On the law of the iterated logarithm
• A law of the iterated logarithm for martingales
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