A new strong invariance principle for sums of independent random vectors

被引：1
|
作者：
Einmahl U. [1 ]
机构：
[1] Department of Mathematics, Free University of Brussel (VUB), Brussel
来源：
Journal of Mathematical Sciences | 2009年 / 163卷 / 4期
关键词：
Random Vector; Invariance Principle; Strong Invariance; Absolute Moment; Independent Random Vector;
D O I：
10.1007/s10958-009-9676-8
中图分类号：
学科分类号：
摘要：
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. © 2009 Springer Science+Business Media, Inc.
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页码：311 / 327
页数：16
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