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Zapiski Nauchnykh Seminarov POMI, 2009, Volume 364, Pages 5–31 (Mi znsl3149)  
This article is cited in 10 scientific papers (total in 10 papers)

A new strong invariance principle for sums of independent random vectors

U. Einmahl

Department of Mathematics, Free University of Brussels (VUB), Belgium
Full-text PDF (283 kB) Citations (10)
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Abstract: We provide a strong invariance principle for sums of independent, identically distributed random vectors which 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. Bibl. – 16 titles.
Received: 06.09.2008
English version:
Journal of Mathematical Sciences (New York), 2010, Volume 163, Issue 4, Pages 311–327
DOI: https://doi.org/10.1007/s10958-009-9676-8
Bibliographic databases:
UDC: 519
Language: English
Citation: U. Einmahl, “A new strong invariance principle for sums of independent random vectors”, Probability and statistics. Part 14–2, Zap. Nauchn. Sem. POMI, 364, POMI, St. Petersburg, 2009, 5–31; J. Math. Sci. (N. Y.), 163:4 (2010), 311–327
Citation in format AMSBIB
\Bibitem{Ein09}
\by U.~Einmahl
\paper A new strong invariance principle for sums of independent random vectors
\inbook Probability and statistics. Part~14--2
\serial Zap. Nauchn. Sem. POMI
\yr 2009
\vol 364
\pages 5--31
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3149}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2010
\vol 163
\issue 4
\pages 311--327
\crossref{https://doi.org/10.1007/s10958-009-9676-8}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-70549103375}
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    • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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