A general Darling-Erdős theorem in Euclidean space

DOI10.1007/S10959-016-0728-YMaRDI QIDQ1661597zbMATH OpenOpenAlexFDO

Authors Gauthier Dierickx, Uwe Einmahl

Publication date 16 August 2018

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.04549

zbMATH Keywords

double truncationextreme value distributionintegral teststrong invariance principlemultidimensional versionHartman-Wintner LILDarling-Erdő theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Abstract: We provide an improved version of the Darling-Erd"os theorem for sums of i.i.d. random variables with mean zero and finite variance. We extend this result to multidimensional random vectors. Our proof is based on a new strong invariance principle in this setting which has other applications as well such as an integral test refinement of the multidimensional Hartman-Wintner LIL. We also identify a borderline situation where one has weak convergence to a shifted version of the standard limiting distribution in the classic Darling-Erd"os theorem.

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Cited in

(7)

• scientific article; zbMATH DE number 4080521 (Why is no real title available?)
• Darling-Erdős theorem for Lévy processes at zero
• Strong Gaussian approximation for cumulative processes
• A Darling-Erdős type result for stationary ellipsoids
• Feller's upper-lower class test in Euclidean space
• Martin's theorem for Euclidean n-space and a generalization to the perimeter case
• Limits for partial maxima of Gaussian random vectors

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