Geodesic
Strong invariance principle for a superposition of random processes
Teoriâ slučajnyh processov, Tome 16 (2010) no. 1, pp. 130-138

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The strong invariance principle (SIP) is proved for a superposition of random processes $S(N(t))$ under rather general assumptions on $S(t)$ and $N(t)$. As a consequence, a number of SIP-type results are obtained for random sums and used to investigate their rate of growth and fluctuation of increments.
Keywords: Invariance principle, randomly stopped process, Lévy process, renewal process, stable process, stationary sequences, risk process, rate of growth.
Mots-clés : domain of attraction 
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     author = {N. M. Zinchenko},
     title = {Strong invariance principle for a superposition of random processes},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {130--138},
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     number = {1},
     year = {2010},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a14/}
}
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N. M. Zinchenko. Strong invariance principle for a superposition of random processes. Teoriâ slučajnyh processov, Tome 16 (2010) no. 1, pp. 130-138. http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a14/