A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables
type: Item
instance of: scholarly article
title: A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables
zbMATH Open document ID: 0758.60032
author: Evan Fisher
published in: Rocky Mountain Journal of Mathematics
publication date: 1992-09-27T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 61925
zbMATH Keywords: Skorokhod representation
zbMATH Keywords: functional LIL
zbMATH Keywords: almost sure invariance principle
reviewed by: Lothar Heinrich
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1216/rmjm/1181072802
OpenAlex ID: W2061576918
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DOI: 10.1216/RMJM/1181072802
description: scientific article; zbMATH DE number 61925