| Strong approximation for ρ-mixing sequences |
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| 基金项目： | supported by National Natural Science Foundation of China(Grant Nos. 11171303 and 60974006);the Specialized Research Fund for the Doctor Program of Higher Education(Grant No.20090101110020);the Natural Science Foundation of Zhejiang Province(Grant No.Y6100176) |
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| 摘 要： | We establish strong invariance principles for sums of stationary ρ-mixing random variables with finite and infinite second moments under weaker mixing rates.Some earlier results are improved.As applications,some results of the law of the iterated logarithm with finite and infinite variance are obtained,also a conjecture raised by Shao in 1993 is solved.
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| 关 键 词： | strong approximation mixing sequence mixing rate infinite variance martingale |
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