摘要
Let {X,Xn,n1} be a sequence of independent identically distributed random variables with EX=0 and assume that EX2I(|X|≤x) is slowly varying as x→∞,i.e.,X is in the domain of attraction of the normal law.In this paper a Strassen-type strong approximation is established for self-normalized sums of such random variables.
Let {X, Xn,n ≥ 1} be a sequence of independent identically distributed random variables with EX = 0 and assume that EX2I（｜X｜ ≤ x） is slowly varying as x → ∞, i.e., X is in the domain of attraction of the normal law. In this paper a Strassen-type strong approximation is established for self-normalized sums of such random variables.
基金
supported by an NSERC Canada Discovery Grant of M.Csrgo at Carleton University
National Natural Science Foundation of China(Grant No.10801122)
Research Fund for the Doctoral Program of Higher Education of China(Grant No.200803581009)
the Fundamental Research Funds for the Central Universities
关键词
标准化
随机变量
独立同分布
吸引力
强逼近
en型
慢变
strong approximation, self-normalized sums, domain of attraction of the normal law
