Strong Approximation for Mixing Sequences with Infinite Variance
Raluca Balan, University of Ottawa, Canada
Ingrid-Mona Zamfirescu, City University of New York, USA
Abstract
In this paper we prove a strong approximation result for
a mixing sequence with infinite variance and logarithmic decay
rate of the mixing coefficient. The result is proved under the
assumption that the distribution is symmetric and lies in the
domain of attraction of the normal law. Moreover the truncated variance function
is supposed to be slowly varying
with log-log type remainder.
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