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A new strong invariance principle for partial sums of independent random vectors
Journal Contribution - Journal Article
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.
Journal: Journal of Mathematical Sciences
ISSN: 1072-3374
Volume: 364
Pages: 5-31
Publication year:2009
Keywords:Mathematics