"Asymptotic independence and additive functionals"
Endre Csáki and Antónia Földes
Summary: A strong approximation result is proved for the partial sum
process of
i.i.d.
sequence of vectors having dependent components, where the components of
the
approximating process are independent. This result is applied for
additive
functionals of random walks in one and two dimensions.
Keywords:
Asymptotic independence; random walk; additive functionals;
invariance principle.
AMS 1991 subject classification: Primary 60J55; Secondary 60F15,
60F17, 60J15.