Functional central limit theorem and Strassen's law of the iterated logarithms for weakly multiplicative systems (Q757978)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Functional central limit theorem and Strassen's law of the iterated logarithms for weakly multiplicative systems |
scientific article |
Statements
Functional central limit theorem and Strassen's law of the iterated logarithms for weakly multiplicative systems (English)
0 references
1990
0 references
A sequence of r.v.'s \(X_ 1,X_ 2,..\). is called a multiplicative system if E \(X_{i_ 1}X_{i_ 2}...X_{i_ k}=0\) \((i_ 1<i_ 2<...<i_ k\); \(k=1,2,...)\). The central limit theorem and the law of iterated logarithm for multiplicative systems were proved (under some further restrictions) by several authors. In the present paper the weak and strong invariance principles are proved for multiplicative systems. The conditions used by the author meet with the weakest conditions used earlier to prove the central limit theorem and the law of iterated logarithm.
0 references
multiplicative system
0 references
law of iterated logarithm
0 references
weak and strong invariance principles
0 references
central limit theorem
0 references