Rates of clustering in Strassen's LIL for partial sum processes (Q1326260)
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| Language | Label | Description | Also known as |
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| English | Rates of clustering in Strassen's LIL for partial sum processes |
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Rates of clustering in Strassen's LIL for partial sum processes (English)
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6 June 1994
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We provide a detailed description of the rate of clustering in Strassen's functional law of the iterated logarithm for partial sum processes. Necessary and sufficient conditions are given for certain clustering rates in terms of moment-type conditions. In the process, we also derive a new strong approximation of sums of i.i.d. random variables by a Wiener process.
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rate of clustering
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functional law of the iterated logarithm
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strong approximation
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Wiener process
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