A strong approximation of self-normalized sums

被引：0

作者：

CSRG Miklós ^{[1
]}

HU ZhiShui ^{[2
]}

机构：

[1] School of Mathematics and Statistics,Carleton University

[2] Department of Statistics and Finance,School of Management,University of Science and Technology of China

来源：

Science China Mathematics | 2013年 / 56卷 / 01期

基金：

加拿大自然科学与工程研究理事会; 中央高校基本科研业务费专项资金资助; 中国国家自然科学基金; 高等学校博士学科点专项科研基金;

关键词：

strong approximation; self-normalized sums; domain of attraction of the normal law;

D O I：

暂无

中图分类号：

O211.5 [随机变量];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let {X,Xn,n1} be a sequence of independent identically distributed random variables with EX=0 and assume that EX2I(|X|≤x) is slowly varying as x→∞,i.e.,X is in the domain of attraction of the normal law.In this paper a Strassen-type strong approximation is established for self-normalized sums of such random variables.

引用

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页码：149 / 160

页数：12

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