Document Zbl 1109.60023

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Strong approximation for mixing sequences with infinite variance. (English) Zbl 1109.60023

Electron. Commun. Probab. 11, 11-23 (2006).

Summary: We prove a strong approximation result for a mixing sequence with infinite variance and logarithmic decay rate of the mixing coefficient. The result is proved under the assumption that the distribution is symmetric and lies in the domain of attraction of the normal law. Moreover the truncated variance function is supposed to be slowly varying with log-log type remainder.

Cited in 1 Review

Cited in 2 Documents

MSC:

60F15	Strong limit theorems
60F17	Functional limit theorems; invariance principles

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Full Text: DOI EuDML