Rates of convergence for the functional LIL

DOI10.1214/AOP/1176991510MaRDI QIDQ1120182zbMATH OpenOpenAlexFDO

Authors Victor W. Goodman, Jim Kuelbs

Publication date 1989

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176991510

zbMATH Keywords

rate of convergence

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Strong limit theorems (60F15) Gaussian processes (60G15) Sample path properties (60G17)

Review text

Let \(X,X_ 1,X_ 2,..\). be i.i.d. random variables such that E X\(=0\), E \(X^ 2=1\). Let S(t), \(t\geq 0\), be the polygonal process. The rate of convergence of the random sequence \[ \{S(n(\cdot))/(2n LL n)^{1/2},\quad n\geq 1\} \] to a compact convex symmetric subset of C[0,1] is obtained. Under additional assumptions, the same result has earlier been proved by the authors in J. Theor. Probab. 1, 27-63 (1988; Zbl 0651.60039).

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(3)

• The best rate of convergence in the Strassen law for random polygons
• Rates of clustering in Strassen's LIL for partial sum processes
• On the rate of convergence of some functionals of a stochastic process

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