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A strong invariance principle for nonconventional sums
strong approximations limit theorems martingale approximation
2011/1/21
In [12] we obtained a functional central limit theorem (known also as a weak invariance principle) for sums of the form P[Nt] n=1 FX(n),X(2n), ...,X(kn),X(qk+1(n)),X(qk+2(n)),