Strong approximations in Probability and Statistics are results that describe the closeness almost surely of random processes such as partial sums and empirical processes to certain Gaussian processes. As a result, strong laws such as the law of the iterated logarithm and weak laws such as the central limit theorem follow.

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Strong Approximations in Probability and Statistics

  • Murray D. Burke

摘要

Strong approximations in Probability and Statistics are results that describe the closeness almost surely of random processes such as partial sums and empirical processes to certain Gaussian processes. As a result, strong laws such as the law of the iterated logarithm and weak laws such as the central limit theorem follow.