Limit theorems for moving averages of independent random vectors
DOI10.1007/BF00532594zbMATH Open0498.60008OpenAlexW2079568174MaRDI QIDQ3963754FDOQ3963754
Authors: Alejandro D. de Acosta, Jim Kuelbs 
Publication date: 1983
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00532594
moving averagesBanach space valued random vectorsasymptotic behavior of normalized random sets of incrementsclustering and density propertiesErdős-Renyi laws
Large deviations (60F10) Probability theory on linear topological spaces (60B11) Strong limit theorems (60F15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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Cited In (15)
- An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law
- On the coverage of Strassen-type sets by sequences of Wiener processes
- Summability methods and almost sure convergence
- Limit theorems for methods of summation of independent random variables. I
- Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables
- Strassen-type functional laws for strong topologies
- Laws of the single logarithm for delayed sums of random fields
- The law of the iterated logarithm for subsequences and characterization of the cluster set of \(S_{n_ k}/(2n_ k\log \,\log \,n_ k)^{1/2}\) in Banach spaces
- Observing a Preferred Distribution
- Addendum to: An iterated logarithm law for families of Brownian paths
- Large deviation probabilities and dominating points for open convex sets: Nonlogarithmic behavior
- On convex hull of Gaussian samples
- On the functional form of L�vy's modulus of continuity for Brownian motion
- Rates of convergence for increments of Brownian motion
- The strong law of large numbers for moving average of continuous state nonhomogeneous Markov chains
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