An Almost Sure Invariance Principle for the Partial Sums of Infima of Independent Random Variables
Hebda-Grabowska, H. ; Szynal, D.
Ann. Probab., Tome 7 (1979) no. 6, p. 1036-1045 / Harvested from Project Euclid
Let $\{X_n, n \geqslant 1\}$ be a sequence of independent random variables uniformly distributed on the unit interval. Put $X^\ast_n = \inf(X_1, X_2,\cdots, X_n)$ and $S_n = X^\ast_1 + X^\ast_2 + \cdots + X^\ast_n, n \geqslant 2, S_1 = 0$. The aim of this note is to give an almost sure invariance principle for $S_n$. Next we extend the given results to the case when $X_n, n \geqslant 1$, are not uniformly distributed but bounded, and moreover, to sums $\hat{S}_n = X^{(m)}_m + X^{(m)}_{m+1} +\cdots + X^{(m)}_n$, where $X^{(m)}_j$ is the $m$th order statistic of $(X_1, X_2,\cdots, X_j)$.
Publié le : 1979-12-14
Classification:  Invariance principle,  infima,  law of the iterated logarithm,  Brownian motion,  60B10,  60F15
@article{1176994896,
     author = {Hebda-Grabowska, H. and Szynal, D.},
     title = {An Almost Sure Invariance Principle for the Partial Sums of Infima of Independent Random Variables},
     journal = {Ann. Probab.},
     volume = {7},
     number = {6},
     year = {1979},
     pages = { 1036-1045},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994896}
}
Hebda-Grabowska, H.; Szynal, D. An Almost Sure Invariance Principle for the Partial Sums of Infima of Independent Random Variables. Ann. Probab., Tome 7 (1979) no. 6, pp.  1036-1045. http://gdmltest.u-ga.fr/item/1176994896/