Feller's upper-lower class test in Euclidean space
Probability
2022-04-19 v2
Abstract
We provide an extension of Feller's upper-lower class test for the Hartman-Wintner LIL to the LIL in Euclidean space. We obtain this result as a corollary to a general upper-lower class test for where is a sum of i.i.d. d-dimensional standard normal random vectors and is a convergent sequence of symmetric non-negative definite -matrices. In the process we derive new bounds for the tail probabilities of -dimensional normally distributed random vectors.
Keywords
Cite
@article{arxiv.2107.13229,
title = {Feller's upper-lower class test in Euclidean space},
author = {Uwe Einmahl},
journal= {arXiv preprint arXiv:2107.13229},
year = {2022}
}
Comments
26 pages, revised version (only some minor changes)