Some Strassen-type laws of the iterated logarithm for multiparameter stochastic processes with independent increments

DOI10.1214/AOP/1176996980zbMath0288.60030OpenAlexW2094081378MaRDI QIDQ1846688

Michael J. Wichura

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1214/aop/1176996980

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10) Sample path properties (60G17) Markov processes (60J99)

Related Items (52)

Generalization of the law of the iterated logarithm for associated random fields ⋮ Multidimensional Lévy inequalities and their applications ⋮ Moderate deviations and Strassen's law for additive processes ⋮ Large deviations for fields with stationary independent increments ⋮ Kac's representation from an asymptotic viewpoint ⋮ Limit theorems for methods of summation of independent random variables. I ⋮ Asymptotics of conditional empirical processes ⋮ An extension of a theorem of Mikosch ⋮ Some Exponential Moments of Sums of Independent Random Variables ⋮ Laws of the iterated logarithm for partial sum processes indexed by functions ⋮ Asymptotic Methods for Random Tessellations ⋮ A remark on the multiparameter law of the iterated logarithm ⋮ Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields ⋮ The LIL convergence for stationary linear random field ⋮ Skorohod embedding of multivariate RV's, and the sample DF ⋮ A criterion for right continuity of filtrations generated by group-valued additive processes. ⋮ Estimation and inference of change points in high-dimensional factor models ⋮ Laws of the single logarithm for delayed sums of random fields. II ⋮ ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS ⋮ A strong invariance principle for negatively associated random fields ⋮ Approximation of partial sums of i.i.d.r.v.s when the summands have only two moments ⋮ Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation ⋮ Almost sure behaviour of \(\mathbb{F}\)-valued random fields ⋮ A version of the law of iterated logarithm for sums of dependent multi-indexed random variables ⋮ Convergence rates for probabilities of moderate deviations for multidimensionally indexed random variables ⋮ Stability of maxima of random variables with multidimensional indices ⋮ On the LSL for random fields ⋮ A strong invariance principle for associated random fields ⋮ Almost sure approximation theorems for the multivariate empirical process ⋮ Moments of the maximum of normed partial sums of random variables with multidimensional indices ⋮ On the probability of a symmetric stable process crossing a bottom outer boundary ⋮ Multivariate empirical characteristic functions ⋮ Laws of the single logarithm for delayed sums of random fields ⋮ Some limit theorems for random fields ⋮ On the law of the iterated logarithm and strong invariance principles in stochastic geometry ⋮ On the invariance principle for sums of independent identically distributed random variables ⋮ An asymmetric Marcinkiewicz-Zygmund LLN for random fields ⋮ Limit theorems for the negative parts of weighted multivariate empirical processes with application ⋮ Uniform Strong Law of Large Numbers for Random Signed Measures ⋮ Limit theorems for locally stationary processes ⋮ Representations, decompositions and sample function continuity of random fields with independent increments ⋮ A semigroup characterization of the multiparameter Wiener process ⋮ Representation of the square integrable martingales generated by a two-parameter Lévy process ⋮ Approximation of rectangular sums of B-valued random variables ⋮ Unnamed Item ⋮ Strong approximation of empirical copula processes by Gaussian processes ⋮ Some results on local growth of two-parameter Lévy processes ⋮ On the law of the iterated logarithm for double sequences of random variables ⋮ A new method to prove strassen type laws of invariance principle. II ⋮ Some invariance principles for rank statistics for testing independence ⋮ Asymptotic results for empirical and partial-sum processes: A review ⋮ Law of the iterated logarithm for set-indexed partial sum processes with finite variance

This page was built for publication: Some Strassen-type laws of the iterated logarithm for multiparameter stochastic processes with independent increments