Asymptotic independence and additive functionals

Citation
E. Csaki et A. Foldes, Asymptotic independence and additive functionals, J THEOR PR, 13(4), 2000, pp. 1123-1144
Citations number
27
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
13
Issue
4
Year of publication
2000
Pages
1123 - 1144
Database
ISI
SICI code
0894-9840(200010)13:4<1123:AIAAF>2.0.ZU;2-W
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 addi tive functionals of random walks in one and two dimensions.