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The best rates in strong invariance principle

Zhang Li

1995Mathematics被引 3

摘要

Let {Xn} be a sequence of i.i.d.r. v. s with mean 0 and variance 1, Sn = ∑i=1nXi- Suppose H(x)0 (x≥0) is a non-decreasing continuous function such that for some γ0 and x00, x-2-γ(x)(x≥x0) is non-decreasing and x -1logH(x) (x≥x0) is non-increasing. If x-1 logH(x)→0 (x→∞), then Sn - W(n)=o (invH(n)) a.s. (n → ∞) holds if and only if EH(t|X1|)∞ for all t0.

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