On the functional law of the iterated logarithm for partially observed sums of random variables
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Publication:1575981
DOI10.1007/BF02673627zbMath0967.60039OpenAlexW2095146483MaRDI QIDQ1575981
Natalia Gorn, Mikhail Lifshits
Publication date: 24 August 2000
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02673627
functional law of the iterated logarithmStrassen's invariance principleEgorov conditionKomlos-Major-Tusnady construction
Strong limit theorems (60F15) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)
Cites Work
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- Strassen laws of iterated logarithm for partially observed processes
- The law of the iterated logarithm on arbitrary sequences for stationary Gaussian processes and Brownian motion
- An improvement of Strassen's invariance principle
- Strong approximation theorems for independent random variables and their applications
- Oscillations de fonctions aléatoires gaussiennes à valeurs vectorielles.
- The law of the iterated logarithm on subsequences-characterizations
- Some Theorems on the Strong Law of Large Numbers and Law of the Iterated Logarithm
- ON THE LAW OF THE ITERATED LOGARITHM WITHOUT ASSUMPTIONS ABOUT THE EXISTENCE OF MOMENTS
- On the Law of the Iterated Logarithm
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