Strassen's invariance principle for random subsequences

Z. Rychlik and J. Zygo

Statistics & Probability Letters, 1992, vol. 13, issue 3, 193-197

Abstract: In this paper we present necessary and sufficient conditions for Strassen's invariance principle for sums of independent random variables with random indices.

Keywords: Strassen's; invariance; principle; sequences; with; random; indices; standard; Brownian; motion; norm-compact; subset (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (2)

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