Strong Approximations for Nonconventional Sums with Applications to Law of Iterated Logarithm and Almost Sure Central Limit Theorem
Yuri Kifer

TL;DR
This paper establishes strong approximation results for nonconventional sums, leading to new versions of the law of iterated logarithm and almost sure central limit theorem, with applications in stochastic processes and dynamical systems.
Contribution
It introduces a strong invariance principle for nonconventional sums, enabling derivation of classical probabilistic limit laws in this context.
Findings
Established a strong invariance principle for nonconventional sums
Derived a version of the law of iterated logarithm for these sums
Proved an almost sure central limit theorem for nonconventional sums
Abstract
We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are their applications to multiple recurrence for stochastic processes and dynamical systems.
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Taxonomy
TopicsMathematical Dynamics and Fractals · Stochastic processes and financial applications · Stochastic processes and statistical mechanics
