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Fridli, S. and Schipp, F. , Strong approximation via Sidon type inequalities (English summary), J. Approx. Theory , 94 (1998), no. 2, 263–284. MR 1637418 ( 99e :41011) Schipp F

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Abstract  

We prove that the centered three-dimensional Wiener sausage can be strongly approximated by a one-dimensional Brownian motion running at a suitable time clock. The strong approximation gives all possible laws of iterated logarithm as well as the convergence in law in terms of process for the normalized Wiener sausage. The proof relies on Le Gall [10]șs fine L 2-norm estimates between the Wiener sausage and the Brownian intersection local times.

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We study the large-time behavior of the charged-polymer Hamiltonian H n of Kantor and Kardar [Bernoulli case] and Derrida, Griffiths, and Higgs [Gaussian case], using strong approximations to Brownian motion. Our results imply, among other things, that in one dimension the process {H [nt]}0≤t≤1 behaves like a Brownian motion, time-changed by the intersection local-time process of an independent Brownian motion. Chung-type LILs are also discussed.

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Leindler, L. , Strong Approximation by Fourier Series , Akadémiai Kiadó (Budapest, 1985). MR 87g :42006 Leindler L

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Summary In this paper, embedding results are considered which arise in the strong approximation by Fourier series. We prove several theorems on the interrelation between the classes  W r H β ω  and H (λ,p,r,ω), the latter being defined by L. Leindler. Previous related results in Leindler’s book [2] and paper [5] are particular cases of our results.

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introduction to the Wiener process and stochastic integrals , Studia Sci. Math. Hung. 31 ( 1996 ), 249 – 297 . MR 96k:60212 [12] S zabados , Т. , Strong

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By applying the Skorohod martingale embedding method, a strong approximation theorem for partial sums of asymptotically negatively dependent (AND) Gaussian sequences, under polynomial decay rates, is established. As applications, the law of the iterated logarithm, the Chung-type law of the iterated logarithm and the almost sure central limit theorem for AND Gaussian sequences are derived.

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LetS n be the partial sums of ?-mixing stationary random variables and letf(x) be a real function. In this note we give sufficient conditions under which the logarithmic average off(S n/sn) converges almost surely to ?-8 8 f(x)dF(x). We also obtain strong approximation forH(n)=?k=1 n k -1 f(S k/sk)=logn ?-8 8 f(x)dF(x) which will imply the asymptotic normality ofH(n)/log1/2 n. But for partial sums of i.i.d. random variables our results will be proved under weaker moment condition than assumed for ?-mixing random variables.

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