English

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 ΓnTn\Gamma_n T_n where Tn=j=1nZjT_n=\sum_{j=1}^n Z_j is a sum of i.i.d. d-dimensional standard normal random vectors and Γn\Gamma_n is a convergent sequence of symmetric non-negative definite (d,d)(d,d)-matrices. In the process we derive new bounds for the tail probabilities of dd-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)

R2 v1 2026-06-24T04:35:18.895Z