A general Darling-Erdős theorem in Euclidean space

DOI10.1007/S10959-016-0728-YzbMATH Open1429.60029arXiv1608.04549OpenAlexW3104792874MaRDI QIDQ1661597FDOQ1661597

Gauthier Dierickx, Uwe Einmahl

Publication date: 16 August 2018

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

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.

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

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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)

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Cited In (6)

• Title not available (Why is that?)
• Feller’s upper-lower class test in Euclidean space
• Strong Gaussian approximation for cumulative processes
• Martin's theorem for Euclidean n-space and a generalization to the perimeter case
• Limits for partial maxima of Gaussian random vectors
• Darling--Erd\H{o}s theorem for L\'evy processes at zero

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