The Rate of Convergence in the Functional Central Limit Theorem for Random Quadratic Forms with Some Applications to the Law of Iterated Logarithm.
The paper is devoted to some problems concerning a convergence of pointwise type in the -space over a von Neumann algebra M with a faithful normal state Φ [3]. Here is the completion of M under the norm .
We give limit theorems specifying weak and strong rates of convergence associated to a quadratic extension of the martingale almost-sure central limit theorem. Some typical examples are discussed to illustrate how to make use of them in statistic.
We propose stochastic versions of some theorems of W. J. Thron [14] on the speed of convergence of iterates for random-valued functions on cones in Banach spaces.