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/BF01300920zbMATH Open0685.60034MaRDI QIDQ1826201FDOQ1826201

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

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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)

Cites Work

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• A central limit theorem for generalized quadratic forms
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• Moment inequalities and the strong laws of large numbers
• Functional limit theorems for random quadratic forms
• Convergence of quadratic forms in p-stable random variables and \(\theta _ p\)-radonifying operators
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• Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables
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Cited In (4)

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

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