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A strong approximation for logarithmic averages of partial sums of random variables
Authors:G. Hurelbaatar
Affiliation:(1) Mathematical Institute of the, Hungarian Academy of Sciences, P.O. Box 127, H-1364 Budapest, Hungary
Abstract:
LetSn be the partial sums of rhov-mixing stationary random variables and letf(x) be a real function. In this note we give sufficient conditions under which the logarithmic average off(Sn/sgrn) converges almost surely to intinfininfinf(x)dPHgr(x). We also obtain strong approximation forH(n)=sumk=1nk–1f(Sk/sgrk)=logn intinfininfinf(x)dPHgr(x) which will imply the asymptotic normality ofH(n)/log1/2n. But for partial sums of i.i.d. random variables our results will be proved under weaker moment condition than assumed for rhov-mixing random variables.
Keywords:Primary 60F15  60F05
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