The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm (Q1826201): Difference between revisions

Applying Skorokhod embedding techniques we prove a convergence rate in the functional central limit theorem for quadratic forms in independent random variables which satisfy a fourth moment condition. Using this result we get a law of the iterated logarithm as well as an analogue of Chung's law of the iterated logarithm for random quadratic forms.