On the strong approximations of partial sums of f(nkx)

27 Sep 2015  ·  Raseta Marko ·

We prove a strong invariance principle for the sums PN k=1 f(nkx), where f is a smooth periodic function on R and (nk)k?1 is an increasing random sequence. Our results show that in contrast to the classical Salem-Zygmund theory, the asymptotic properties of lacunary series with random gaps can be described very precisely without any assumption on the size of the gaps...

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Probability