@article{MTMT:100861, title = {An approximation of partial sums of independent RV'-s, and the sample DF. I}, url = {https://m2.mtmt.hu/api/publication/100861}, author = {Komlós, János and Major, Péter and Tusnády, Gábor}, doi = {10.1007/BF00533093}, journal-iso = {Z WAHRSC VERW GEBIETE}, journal = {ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE}, volume = {32}, unique-id = {100861}, issn = {0044-3719}, abstract = {Let Sn=X1+X2+⋯+Xnbe the sum of i.i.d.r.v.-s, EX1=0, EX12=1, and let Tn= Y1+Y2+⋯+Ynbe the sum of independent standard normal variables. Strassen proved in [14] that if X1 has a finite fourth moment, then there are appropriate versions of Snand Tn(which, of course, are far from being independent) such that |Sn -Tn|=O(n1/4(log n)1/1(log log n)1/4) with probability one. A theorem of Bártfai [1] indicates that even if X1 has a finite moment generating function, the best possible bound for any version of Sn, Tnis O(log n). In this paper we introduce a new construction for the pair Sn, Tn, and prove that if X1 has a finite moment generating function, and satisfies condition i) or ii) of Theorem 1, then |Sn -Tn|=O(log n) with probability one for the constructed Sn, Tn. Our method will be applicable for the approximation of sample DF., too. © 1975 Springer-Verlag.}, year = {1975}, pages = {111-131}, orcid-numbers = {Major, Péter/0000-0003-1147-9523} }