强混合序列的强逼近定理及其应用

Strong Approximation Theorems with Applications for Strongly Mixing Random Variables Sequence

本文提出一种“独立完全复制”方法，建立了强混合序列的强逼近定理，仅需借助于Ｓａｋｈａｎｅｎｋｏ（１９８４年）关于独立序列的一个特殊结果．作为应用，讨论了部分和增量问题．

This paper provides a “independent identically copy” way to establish the strong approximation theorems for strongly mixing random variables by using a special result of Sakhanenko(1984) for independent random variables. Application to increments of partial sums isdiscussed.