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Invariance principles for logarithmic averages

  • Miklós Csörgő (a1) and Lajos Horváth (a2)
Abstract
Abstract

We obtain weak and strong Gaussian approximations for logarithmic averages of indicators of normalized partial sums. The proofs are based on invariance principles for integrals of an Ornstein–Uhlenbeck process and on strong approximations of normalized partial sums by Orstein–Uhlenbeck processes.

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Mathematical Proceedings of the Cambridge Philosophical Society
  • ISSN: 0305-0041
  • EISSN: 1469-8064
  • URL: /core/journals/mathematical-proceedings-of-the-cambridge-philosophical-society
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