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Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN: 1547-7363(e) 0094-9000(p)
     

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 | Similar articles | Additional information

Abstract: Let $ (X_n,n\geq 1)$ be a sequence of independent centered random vectors in  $ \mathbf R^d$ with finite moments of order $ p\in(2,3]$ and let $ (A_n,n\geq 1)$ be a sequence of $ m\times d$ matrices. We find explicit conditions under which

$\displaystyle \limsup_{n\to\infty} c_n \left\Vert A_n\sum_{i=1}^n X_i\right\Vert<\infty $

almost surely, where $ (c_n,n\geq 1)$ is some sequence of positive numbers.


References:

1.
V. Koval, A new law of the iterated logarithm in $ R^d$ 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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