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Bounded law of the iterated logarithm for sums of independent random vectors normalized by matrices
Author(s):
V.
O.
Koval'
Translated by:
Oleg Klesov
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika,
vipusk 72
(2005).
Journal:
Theor. Probability and Math. Statist.
No. 72
(2006),
69-73.
MSC (2000):
Primary 60F15
Posted:
August 18, 2006
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Abstract |
References |
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Additional information
Abstract:
Let be a sequence of independent centered random vectors in with finite moments of order and let be a sequence of matrices. We find explicit conditions under which almost surely, where is some sequence of positive numbers.
References:
-
- 1.
- V. Koval, A new law of the iterated logarithm in
with application to matrix-normalized sums of random vectors, J. Theoret. Probab. 15 (2002), no. 1, 249-257. MR 1883931 (2003a:60049) - 2.
- V. V. Buldygin and V. A. Koval, Convergence to zero and boundedness of operator-normed sums of random vectors with application to autoregression processes, Georgian Math. J. 8 (2001), no. 2, 221-230. MR 1851031 (2003d:60067)
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Additional Information:
V.
O.
Koval'
Affiliation:
Department of Higher Mathematics, Zhitomir State University for Technology, Chernyakhovskii Street 103, 10005 Zhitomir, Ukraine
Email:
vkoval@com.zt.ua
DOI:
10.1090/S0094-9000-06-00665-X
PII:
S 0094-9000(06)00665-X
Keywords:
Law of the iterated logarithm,
sums of independent random vectors,
matrix normalizations
Received by editor(s):
31/AUG/2004
Posted:
August 18, 2006
Copyright of article:
Copyright
2006,
American Mathematical Society
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