Strassen's invariance principle for random subsequences

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

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Year of publication:	1992
Authors:	Rychlik, Z. ; Zygo, J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 13.1992, 3, p. 193-197
Publisher:	Elsevier
Keywords:	Strassen's invariance principle sequences with random indices standard Brownian motion norm-compact subset

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137734