Strong approximations for partial sums of i.i.d.B-valued r.v.'s in the domain of attraction of a Gaussian law

Summary We obtain a strong approximation theorem for partial sums of i.i.d.d-dimensional r.v.'s with possibly infinite second moments. Using this result, we can extend Philipp's strong invariance principle for partial sums of i.i.d.B-valued r.v.'s satisfying the central limit theorem toB-valued r.v.'s which are only in the domain of attraction of a Gaussian law. This new strong invariance principle implies a compact as well as a functional law of the iterated logarithm which improve some recent results of Kuelbs (1985).     

A strong approximation theorem for positively dependent Gaussian sequences and its applications

Under the polynomial decay rates and finite second moment, a strong approximation theorem for partial sums of linear positive quadrant dependent Gaussian sequences is derived. As applications, the law of the iterated logarithm, the Chung-type law of the iterated logarithm and the almost sure central limit theorem are obtained with minimal conditions.     

Bounded law of the iterated logarithm for multidimensional martingales normalized by matrices

We investigate a bounded law of the iterated logarithm for matrix-normalized weighted sums of martingale differences in R ^d . We consider the normalization of matrices inverse to the covariance matrices of these sums by square roots. This result is used for the proof of the bounded law of the iterated logarithm for martingales with arbitrary matrix normalization. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 7, pp. 1006–1008, July, 2006.     

Convergence en loi et lois du logarithme itéré pour les vecteurs gaussiens

In this paper we prove a Strassen version of the law of the iterated logarithm for some sequences of weakly asymptotically independant Banach space valued gaussian random variables which converge in distribution, and we prove that the central limit theorem implies the functional form of the law of the iterated logarithm for the partial sums of certain Banach space valued gaussian sequences.Furthermore we give conditions for the convergence in distribution of sequences of gaussian random variables and gaussian stochastic processes, and these conditions permit us to prove that our results generalize in the gaussian case all similar results known to the authors at present.     

Strong approximation for sums of asymptotically negatively dependent Gaussian sequences with applications

By applying the Skorohod martingale embedding method, a strong approximation theorem for partial sums of asymptotically negatively dependent (AND) Gaussian sequences, under polynomial decay rates, is established. As applications, the law of the iterated logarithm, the Chung-type law of the iterated logarithm and the almost sure central limit theorem for AND Gaussian sequences are derived.     

Limsup results and a uniform LIL for partial sums of an LNQD sequence

In this paper, we establish some limsup results and a generalized uniform law of the iterated logarithm (LIL) for the increments of partial sums of a strictly stationary and linearly negative quadrant dependent (LNQD) sequence of random variables whose covariance coefficients decay polynomially.     

Moments of the maximum of normed partial sums of random variables with multidimensional indices

Summary For a set of i.i.d. random variables indexed by the positive integer d-dimensional lattice points we give conditions for the existence of moments of the supremum of normed partial sums, thereby obtaining results related to the Kolmogorov-Marcinkiewicz strong law of large numbers and the law of the iterated logarithm.     

Generalization of the law of the iterated logarithm for associated random fields

A variant of the law of the iterated logarithm for associated fields for which the indexing set for partial sums can be arbitrarily unbounded is proved. Depending on the structure of this set, an explicit value of the upper limit in the law of the iterated logarithm is given.     

正相协列乘积和的重对数律与强大数律

证明了强平稳正相协列乘积和的重对数律与不同分布正相协列乘积和的强大数律,指出了部分和服从强大数律但乘积和未必服从强大数律这一事实,并讨论了定理2中一个条件的必要性．     

On Chung's Lil and Csáki's Law for Renewal Processes

In this paper, Chung's law of the iterated logarithm (LIL) for partial sums, Csáki's law (a generalization of Chung's LIL), and Hirsch's law are extended to renewal processes.     

Extreme Values and the Multivariate Compact Law of the Iterated Logarithm

For a sequence of independent identically distributed Euclidean random vectors, we prove a compact Law of the iterated logarithm when finitely many maximal terms are omitted from the partial sum. With probability one, the limiting cluster set of the appropriately operator normed partial sums is the closed unit Euclidean ball. The result is proved under the hypotheses that the random vectors belong to the Generalized Domain of Attraction of the multivariate Gaussian law and satisfy a mild integrability condition. The integrability condition characterizes how many maximal terms must be omitted from the partial sum sequence.     

多指标独立随机变量的重对数律及其应用

对于多指标独立同分布的随机变量序列,在某些更广泛的正则化序列下,本文给出了重对数律成立的充分必要条件.作为应用,本文讨论了正则和极大值函数的矩存在的充分必要条件.     

B值独立随机元重对数律收敛速度的一般形式

本文讨论了Ｂ值独立同分布（ｉｉｄ）随机元重对数律收敛速度的一般形式,使得Ｄａｖｉｓ＾「１」及Ｇｕｔ＾「２,３」中的一些结果成为特款,同时减弱了Ｄａｖｉｓ结果中的矩条件,并且得到了Ｂ值ｉｉｄ随机元满足有界重对数律的一个充分性条件。作为应用,我们给出了随机足标和的相应结果。     

Precise Rates in the Law of the Iterated Logarithm for the First Moment Convergence

In this paper, for the partial sums with their maximums of a sequence of i.i.d. random variables, we show the precise rates in the general law of the iterated logarithm of a kind of weighted infinite series of the first moment convergence by using the strong approximation and point out the equivalent moment conditions.     

On the law of the iterated logarithm for increments of sums of independent random variables

We obtain the law of the iterated logarithm for increments of sums of independent random variables. Our results generalize the Kolmogorov theorem and the Hartman—Wintner theorem on the law of the iterated logarithm. Bibliography: 17 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 174–186.     

One moment estimate for the supremum of normalized sums in the law of the iterated logarithm

For a sequence of independent random elements in a Banach space, we obtain an upper bound for moments of the supremum of normalized sums in the law of the iterated logarithm by using an estimate for moments in the law of large numbers. An example of their application to the law of the iterated logarithm in Banach lattices is given. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 5, pp. 653–665, May, 2006.     

The Law of the Iterated Logarithm and Central Limit Theorem for L-Statistics

The Chung–Smirnov law of the iterated logarithm and the Finkelstein functional law of the iterated logarithm for empirical processes are used to establish new results on the central limit theorem, the law of the iterated logarithm, and the strong law of large numbers for L-statistics with certain bounded and smooth weight functions. These results are used to obtain necessary and sufficient conditions for almost sure convergence and for convergence in distribution of some well-known L-statistics and U-statistics, including Gini's mean difference statistic. A law of the logarithm for weighted sums of order statistics is also presented.     

On the Upper Limit of a Random Sequence and the Law of the Iterated Logarithm

We obtain some results concerning the upper limit of a random sequence and the law of the iterated logarithm for sums of independent random variables.     

On the law of the iterated logarithm for sequences of dependent random variables

Sufficient conditions for the applicability of the law of the iterated logarithm to sequences of dependent random variables are obtained. As a corollary, a theorem on the law of the iterated logarithm for a sequence of m-orthogonal random variables is proved.     

Laws of the iterated logarithm for partial sum processes indexed by functions

We establish a bounded and a compact law of the iterated logarithm for partial sum processes indexed by classes of functions. We assume a growth condition on the metric entropy under bracketing. Examples show that our results are sharp. As a corollary we obtain new results for weighted sums of independent identically distributed random variables.