Functional law of the iterated logarithm and uniform central limit theorem for partial-sum processes indexed by sets (Q1062351): Difference between revisions

Let \(\{X_ j:j\in J^ d\}\) be an array of independent random variables, where \(J^ d\) denotes the d-dimensional positive integer lattice. The main purpose of this paper is to obtain a functional law of the iterated logarithm (LIL) for suitably normalized and smoothed versions of the partial-sum process \(S(B)=\sum_{j\in B}X_ j.\) The method of proof involves the definition of a set-indexed Brownian process, and the embedding of the partial-sum process in this Brownian process. In addition, the LIL is derived for this Brownian process. The method is extended to yield a uniform central limit theorem for the partial-sum process.