Strong approximation of certain stopped sums

Lajos Horvath

Statistics & Probability Letters, 1984, vol. 2, issue 3, 181-185

Abstract: Strong approximations of sums of random vectors indexed by a renewal process are presented. The method is to derive these approximations of generalized renewal processes from the already existing or future approximations of associated partial sums. Consequences of the main theorem are a functional and a Chung-type law of the iterated logarithm.

Keywords: renewal; process; strong; approximation; Wiener; process (search for similar items in EconPapers)
Date: 1984
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