Strong approximation for ρ-mixing sequences |
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Authors: | ZhengYan Lin YueXu Zhao |
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Institution: | 1. Department of Mathematics, Zhejiang University, Hangzhou, 310027, China
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Abstract: | We establish strong invariance principles for sums of stationary ??-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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