Stability of random variables and iterated logarithm laws for martingales and quadratic forms

DOI10.1214/AOP/1176994664zbMath0442.60032OpenAlexW2081375212MaRDI QIDQ1143707

Henry Teicher, Luisa Turrin Fernholz

Publication date: 1980

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994664

zbMATH Keywords

stabilitystrong law of large numberslaw of the iterated logarithmU- statisticsrandom quadratic formsProkhorov's exponential inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

Related Items (11)

Moments of randomly stopped sums -- revisited ⋮ Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables ⋮ A decomposition for some \(U\)-type statistics ⋮ Khinchin's inequality for k-fold products of independent random variables ⋮ On the strong law of large numbers for normed weighted sums of I.I.D. random variables ⋮ Convergence of self-normalized generalized \(U\)-statistics ⋮ A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables ⋮ On strong law of large numbers and growth rate for a class of random variables ⋮ Almost certain convergence in double arrays ⋮ On the limiting behavior of normed sums of independent random variables ⋮ Functional limit theorems for random quadratic forms

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