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Zapiski Nauchnykh Seminarov POMI, 2009, Volume 364, Pages 5–31
(Mi znsl3149)
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This article is cited in 9 scientific papers (total in 9 papers)
A new strong invariance principle for sums of independent random vectors
U. Einmahl Department of Mathematics, Free University of Brussels (VUB), Belgium
Abstract:
We provide a strong invariance principle for sums of independent, identically distributed random vectors which need not have finite second absolute moments. Various applications are indicated. In particular, we show how one can re-obtain some recent LIL type results from this invariance principle. Bibl. – 16 titles.
Received: 06.09.2008
Citation:
U. Einmahl, “A new strong invariance principle for sums of independent random vectors”, Probability and statistics. Part 14–2, Zap. Nauchn. Sem. POMI, 364, POMI, St. Petersburg, 2009, 5–31; J. Math. Sci. (N. Y.), 163:4 (2010), 311–327
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https://www.mathnet.ru/eng/znsl3149 https://www.mathnet.ru/eng/znsl/v364/p5
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Abstract page: | 307 | Full-text PDF : | 132 | References: | 58 |
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