The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm |
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Authors: | T Mikosch |
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Institution: | (1) Sektion Mathematik, Technische Universität Dresden, Mommsenstrasse 13, DDR-8027 Dresden, German Democratic Republic |
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Abstract: | We prove a convergence rate in the functional central limit theorem for quadratic forms in independent random variables satisfying a fourth moment condition. Using this result we get a law of the iterated logarithm as well as an analogue of Chung's law of the iterated logarithm for random quadratic forms. |
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