A new strong invariance principle for sums of independent random vectors |
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| Authors: | U. Einmahl |
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| Affiliation: | 1.Department of Mathematics,Free University of Brussel (VUB),Brussel,Belgium |
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| Abstract: | ![]()
We provide a strong invariance principle for sums of independent, identically distributed random vectors that 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. Bibliography: 16 titles. |
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