The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm

DOI10.1007/BF01300920zbMath0685.60034MaRDI QIDQ1826201

Thomas Mikosch

Publication date: 1989

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/178418

zbMATH Keywords

functional central limit theoremlaw of the iterated logarithmconvergence rateSkorokhod embedding techniques

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Stein's method of exchangeable pairs in multivariate functional approximations ⋮ Functional limit theorems for random quadratic forms

Cites Work

• Functional limit theorems for random quadratic forms
• Convergence of quadratic forms in p-stable random variables and \(\theta _ p\)-radonifying operators
• A central limit theorem for generalized quadratic forms
• Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables
• Moment inequalities and the strong laws of large numbers
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