Acta mathematica scientia,Series A

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Stong Approximations of Power Sums

Lu Chuanrong
  

  1. College of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou 310012
  • Received:2004-04-15 Revised:2005-10-20
  • Contact: Lu Chuanrong

Abstract: Let {ξn,n1} be a sequence of positive random variables with \epξ1=θ>0, and Sn=nn=1ξi,Yn=nθlog(Sn/(nθ)). In this article, the author gives strong approximations of power sums {Yn} be Wiener
process when {ξn} is a sequence of independent identically disributed random variables or a sequence of φ-mixing stationary random variables.

Key words: Power sums, Strong approximation, Wiener process

CLC Number: 

  • 60F15
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