A strong approximation of partial sums of i.i.d. Random variables with infinite variance

DOI10.1007/BF00534183zbMath0416.60057MaRDI QIDQ3206063

Joop Mijnheer

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

approximation of partial sums of i.i.d. random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (3)

A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution ⋮ Strong approximations for partial sums of i.i.d. B-valued r.v.'s in the domain of attraction of a Gaussian law ⋮ On weighted approximations in \(D[0,1\) with applications to self-normalized partial sum processes]

Cites Work

• The Skorokhod representation
• An improvement of Strassen's invariance principle
• A Limit Theoerm for Random Variables with Infinite Moments
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