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Theory of Probability and Mathematical Statistics

ISSN 1547-7363(online) ISSN 0094-9000(print)

 
 

 

Bounded law of the iterated logarithm for sums of independent random vectors normalized by matrices


Author: V. O. Koval’
Translated by: Oleg Klesov
Journal: Theor. Probability and Math. Statist. 72 (2006), 69-73
MSC (2000): Primary 60F15
DOI: https://doi.org/10.1090/S0094-9000-06-00665-X
Published electronically: August 18, 2006
MathSciNet review: 2168137
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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 \[ \limsup _{n\to \infty } c_n \left \|A_n\sum _{i=1}^n X_i\right \|<\infty \] almost surely, where $(c_n,n\geq 1)$ is some sequence of positive numbers.


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References
  • Valery Koval, A new law of the iterated logarithm in ${\bf R}^d$ with application to matrix-normalized sums of random vectors, J. Theoret. Probab. 15 (2002), no. 1, 249–257. MR 1883931, DOI https://doi.org/10.1023/A%3A1013851720494
  • 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. Dedicated to Professor Nicholas Vakhania on the occasion of his 70th birthday. MR 1851031

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Additional Information

V. O. Koval’
Affiliation: Department of Higher Mathematics, Zhitomir State University for Technology, Chernyakhovskiĭ Street 103, 10005 Zhitomir, Ukraine
Email: vkoval@com.zt.ua

Keywords: Law of the iterated logarithm, sums of independent random vectors, matrix normalizations
Received by editor(s): August 31, 2004
Published electronically: August 18, 2006
Article copyright: © Copyright 2006 American Mathematical Society