Strong approximations for partial sums of i.i.d. B-valued r.v.'s in the domain of attraction of a Gaussian law (Q1822402): Difference between revisions

We obtain a strong approximation theorem for partial sums of i.i.d. d- dimensional r.v.'s with possibly infinite second moments. Using this result, we can extend Philipp's strong invariance principle for partial sums of i.i.d. B-valued r.v.'s satisfying the central limit theorem to B- valued r.v.'s which are only in the domain of attraction of a Gaussian law. This new strong invariance principle implies a compact as well as a functional law of the iterated logarithm which improve some recent results of \textit{J. Kuelbs} [Ann. Probab. 13, 825-859 (1985; Zbl 0572.60010)].