Strong approximations for partial sums of i.i.d. B-valued r.v.'s in the domain of attraction of a Gaussian law (Q1822402)
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scientific article; zbMATH DE number 4003135
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| English | Strong approximations for partial sums of i.i.d. B-valued r.v.'s in the domain of attraction of a Gaussian law |
scientific article; zbMATH DE number 4003135 |
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Strong approximations for partial sums of i.i.d. B-valued r.v.'s in the domain of attraction of a Gaussian law (English)
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1988
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We obtain a strong approximation theorem for partial sums of i.i.d. d- dimensional r.v.'s with possibly infinite second moments. Using this result, we can extend Philipp's strong invariance principle for partial sums of i.i.d. B-valued r.v.'s satisfying the central limit theorem to B- valued r.v.'s which are only in the domain of attraction of a Gaussian law. This new strong invariance principle implies a compact as well as a functional law of the iterated logarithm which improve some recent results of \textit{J. Kuelbs} [Ann. Probab. 13, 825-859 (1985; Zbl 0572.60010)].
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strong approximation theorem
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strong invariance principle
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central limit theorem
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functional law of the iterated logarithm
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0.8503751158714294
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0.8069031834602356
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0.7991520166397095
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0.7926647663116455
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0.7842515110969543
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