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The best rates in strong invariance principle

The best rates in strong invariance principle
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摘要 Let {Xn} be a sequence of i.i.d.r. v. s with mean 0 and variance 1, Sn = ∑i=1nXi- Suppose H(x)>0 (x≥0) is a non-decreasing continuous function such that for some γ>0 and x0>0, x-2-γ(x)(x≥x0) is non-decreasing and x -1logH(x) (x≥x0) is non-increasing. If x-1 logH(x)→0 (x→∞), then Sn - W(n)=o (invH(n)) a.s. (n → ∞) holds if and only if EH(t|X1|)<∞ for all t>0. Let {Xn} be a sequence of i.i.d.r. v. s with mean 0 and variance 1, Sn = ∑i=1nXi- Suppose H(x)&gt;0 (x≥0) is a non-decreasing continuous function such that for some γ&gt;0 and x0&gt;0, x-2-γ(x)(x≥x0) is non-decreasing and x -1logH(x) (x≥x0) is non-increasing. If x-1 logH(x)→0 (x→∞), then Sn - W(n)=o (invH(n)) a.s. (n → ∞) holds if and only if EH(t|X1|)&lt;∞ for all t&gt;0.
作者 张立新
出处 《Science China Mathematics》 SCIE 1995年第4期428-434,共7页 中国科学:数学(英文版)
基金 Project supported by the National Natural Science Foundation of China.
关键词 STRONG INVARIANCE PRINCIPLE WIENER process i. i. d. r. V. s. strong invariance principle, Wiener process, i. i. d. r. v. s.
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