Feller's upper-lower class test in Euclidean space

preprint2022arXivOpen access

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 ΓnTnΓ_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 ΓnΓ_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.

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