A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables

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A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables

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Title: A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables
Author: Fisher, Evan
Abstract: A Skorohod representation is obtained for sums of weighted i.i.d. random variables, extending the i.i.d. case. This leads to a functional law of the iterated logarithm and other invariance results. In this setting, the results are not included as special cases of previous martingale results.
URI: http://hdl.handle.net/10385/1000
Date: 1992

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