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Optimal stopping and strong approximation theorems†

✍ Scribed by Kifer, Yuri

Book ID
111965200
Publisher
Taylor and Francis Group
Year
2007
Tongue
English
Weight
240 KB
Volume
79
Category
Article
ISSN
1744-2508

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📜 SIMILAR VOLUMES

Strong Approximation Theorems for Indepe
Strong Approximation Theorems for Independent Random Variables and Their Applications
✍ Q.M. Shao 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 592 KB

This paper provides an elementary way to establish the general strong approximation theorems for independent random variables by using two special results of Sakhanenko. Applications to the law of the iterated logarithm and the strong law of large numbers are discussed. D1 1995 Academic Press, Inc.