The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm (Q1826201)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm |
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The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm (English)
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1989
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Applying Skorokhod embedding techniques we prove a convergence rate in the functional central limit theorem for quadratic forms in independent random variables which satisfy a fourth moment condition. Using this result we get a law of the iterated logarithm as well as an analogue of Chung's law of the iterated logarithm for random quadratic forms.
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Skorokhod embedding techniques
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convergence rate
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functional central limit theorem
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law of the iterated logarithm
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