The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds

Ehsan Azmoodeh; Giovanni Peccati; Guillaume Poly

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arXiv · 1403.7003

The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds

Ehsan Azmoodeh·Giovanni Peccati·Guillaume Poly

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Abstract

We develop a new method for showing that a given sequence of random variables verifies an appropriate law of the iterated logarithm. Our tools involve the use of general estimates on multidimensional Wasserstein distances, that are in turn based on recently developed inequalities involving Stein matrices and transport distances. Our main application consists in the proof of the exact law of the iterated logarithm for the Hermite variations of a fractional Brownian motion in the critical case.

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Ehsan Azmoodeh, Giovanni Peccati, Guillaume Poly. 2014-03-27. The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds. https://arxiv.org/abs/1403.7003

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