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Strong Approximation for Mixing Sequences with Infinite Variance


 
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1. Title Title of document Strong Approximation for Mixing Sequences with Infinite Variance
 
2. Creator Author's name, affiliation, country Raluca Balan; University of Ottawa, Canada
 
2. Creator Author's name, affiliation, country Ingrid-Mona Zamfirescu; City University of New York, USA
 
3. Subject Discipline(s)
 
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4. Description 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.
 
5. Publisher Organizing agency, location
 
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7. Date (YYYY-MM-DD) 2006-01-24
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1175
 
10. Identifier Digital Object Identifier 10.1214/ECP.v11-1175
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 11
 
12. Language English=en
 
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