Strong approximations for partial sums of i.i.d. B-valued r.v.'s in the domain of attraction of a Gaussian law

DOI10.1007/BF01848131MaRDI QIDQ1822402zbMATH OpenFDO

Authors Uwe Einmahl

Publication date 1988

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01848131

zbMATH Keywords

central limit theoremfunctional law of the iterated logarithmstrong approximation theoremstrong invariance principle

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Strong limit theorems (60F15)

Review text

We obtain a strong approximation theorem for partial sums of i.i.d. d- dimensional r.v.'s with possibly infinite second moments. Using this result, we can extend Philipp's strong invariance principle for partial sums of i.i.d. B-valued r.v.'s satisfying the central limit theorem to B- valued r.v.'s which are only in the domain of attraction of a Gaussian law. This new strong invariance principle implies a compact as well as a functional law of the iterated logarithm which improve some recent results of \textit{J. Kuelbs} [Ann. Probab. 13, 825-859 (1985; Zbl 0572.60010)].

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Cites work

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Cited in

(7)

• Stability results and strong invariance principles for partial sums of Banach space valued random variables
• On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
• A generalization of strassen's functional LIL
• Some results on two-sided LIL behavior
• scientific article; zbMATH DE number 3858076 (Why is no real title available?)
• A Supplement to the Einmahl–Li Results on Two-Sided Iterated Logarithm Type Behavior for I.I.D. Random Variables
• Generalized law of the iterated logarithm for the Lorentz gas with infinite horizon

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