Asymptotic Independence and Additive Functionals

Endre Csáki () and Antónia Földes ()
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Endre Csáki: Hungarian Academy of Sciences
Antónia Földes: City University of New York

Journal of Theoretical Probability, 2000, vol. 13, issue 4, 1123-1144

Abstract: Abstract A strong approximation result is proved for the partial sum process of i.i.d. sequence of vectors having dependent components, where the components of the approximating process are independent. This result is applied for additive functionals of random walks in one and two dimensions.

Keywords: asymptotic independence; random walk; additive functionals; invariance principle (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1007826310706

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