Strong approximation for ρ-mixing sequences |
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Authors: | LIN ZhengYan & ZHAO YueXu |
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Institution: | LIN ZhengYan & ZHAO YueXu Department of Mathematics,Zhejiang University,Hangzhou 310027,China |
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Abstract: | 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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Keywords: | strong approximation mixing sequence mixing rate infinite variance martingale |
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