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)

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.