Strong limit theorems (Q1189590)

On the aim of this work in the Preface the authors write: ``Strong approximation and strong convergence methodologies have been very active areas of research in probability theory during the past two decades. The monograph of \textit{M. Csörgő} and \textit{P. Révész} ``Strong approximations in probability and statistics'' (1981; Zbl 0539.60029) sums up the basic results of this kind up to the beginning of the 1980s. \(\ldots\) In recent years many results of Csörgő and Révész have been generalized and improved to a great extent\(\ldots\) This monograph aims to provide an overview of this work.'' In fact the largest part of this book is concerned with the increments of Wiener and related processes. It consists of the following three chapters. 1. The increments of a Wiener and related Gaussian processes. 2. The increments of partial sums of independent random variables. 3. Strong laws of the process generated by infinite-dimensional Ornstein- Uhlenbeck processes. Chapter 1 consists of 5 paragraphs. 3 of them give a complete enough summary of the properties of the increments of a Wiener process. The fourth is dealing with the two-parameter Wiener process and the last one is devoted to the increments of a Gaussian process with stationary increments. Chapter 2 presents the analogous results for the partial sum process. It turns out that in many cases the generalizations of the results proved for a Wiener process cannot be obtained for the partial sum process making use only of the invariance principle. In these cases one can obtain results by large deviation theorems. The authors mostly concentrate to results which can be obtained purely by the method of invariance principle. In Chapter 3 existence and continuity theorems are proved for an infinite-dimensional Ornstein-Uhlenbeck process as well as some laws of iterated logarithm are given.