Limit theorems for moving averages of independent random vectors

DOI10.1007/BF00532594MaRDI QIDQ3963754zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

moving averagesBanach space valued random vectorsasymptotic behavior of normalized random sets of incrementsclustering and density propertiesErdős-Renyi laws

Mathematics Subject Classification ID

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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• A new proof of the Hartman-Wintner law of the iterated logarithm
• Almost sure invariance principles for partial sums of mixing B-valued random variables
• Exponential Bounds for Large Deviations
• Kolmogorov's law of the iterated logarithm for Banach space valued random variables
• Limit theorems for delayed sums
• On a new law of large numbers
• On delayed averages of Brownian motion in Banach spaces
• Probabilities of Moderate Deviations in a Banach Space
• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• Some Exponential Moments of Sums of Independent Random Variables
• Some results on the LIL in Banach space with applications to weighted empirical processes
• Some results on the cluster set \(C(\{S_n/a_n\})\) and the LIL

Cited in

(15)

• On convex hull of Gaussian samples
• Large deviation probabilities and dominating points for open convex sets: Nonlogarithmic behavior
• On the functional form of L�vy's modulus of continuity for Brownian motion
• Rates of convergence for increments of Brownian motion
• Laws of the single logarithm for delayed sums of random fields
• Observing a Preferred Distribution
• 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
• 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
• The strong law of large numbers for moving average of continuous state nonhomogeneous Markov chains
• Limit theorems for methods of summation of independent random variables. I
• Strassen-type functional laws for strong topologies
• Addendum to: An iterated logarithm law for families of Brownian paths
• Summability methods and almost sure convergence
• Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables

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