Darling-Erdős theorems for martingales

DOI10.1007/BF01051877zbMath0681.60024OpenAlexW2001286765MaRDI QIDQ1823537

Uwe Einmahl, David M. Mason

Publication date: 1989

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01051877

zbMATH Keywords

Skorokhod embeddingmartingale difference sequenceDarling-Erdős extreme value limiting theoremGumbel extreme value distribution

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05)

Related Items (8)

A general Darling-Erdős theorem in Euclidean space ⋮ Darling-Erdős theorem for self-normalized sums ⋮ A Darling-Erdős type result for stationary ellipsoids ⋮ Upper-lower class tests for weighted i.i.d. sequences and martingales ⋮ Darling--Erd\H{o}s theorem for L\'evy processes at zero ⋮ Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence ⋮ Laws of the iterated logarithm for locally square integrable martingales ⋮ Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law

Cites Work

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• A limit theorem for the maximum of normalized sums of independent random variables
• Invariance principles for martingales and sums of independent random variables
• Strong invariance principles for partial sums of independent random vectors
• Extension of the Darling and Erdős theorem on the maximum of normalized sums
• Upper and lower functions for martingales and mixing processes
• The Darling-Erdős theorem for sums of i.i.d. random variables
• The law of the iterated logarithm for identically distributed random variables
• An approximation of partial sums of independent RV's, and the sample DF. II

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