The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm

DOI10.1007/BF01300920MaRDI QIDQ1826201zbMATH OpenFDO

Authors T. Mikosch

Publication date 1989

Published in Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/178418

zbMATH Keywords

functional central limit theoremconvergence ratelaw of the iterated logarithmSkorokhod embedding techniques

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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Cites work

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• A central limit theorem for generalized quadratic forms
• Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables
• Convergence of quadratic forms in p-stable random variables and \(\theta _ p\)-radonifying operators
• Functional limit theorems for random quadratic forms
• Moment inequalities and the strong laws of large numbers

Cited in

(4)

• On functional laws of the iterated logarithm
• Functional limit theorems for random quadratic forms
• Stein's method of exchangeable pairs in multivariate functional approximations
• Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables

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