On the Law of the Iterated Logarithm for Operator Normed Sums of Random Vectors
Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 2, pp. 381-383
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This paper proves the law of the iterated logarithm for sums of random vectors in $\mathbf{R}^k$ normed by linear operators of general type. We suppose that the sequence of the random vectors satisfies Strassen's invariance principle.
Keywords:
law of the iterated logarithm, almost sure invariance principle, operator normed sums of random vectors.
@article{TVP_2001_46_2_a12,
author = {V. A. Koval'},
title = {On the {Law} of the {Iterated} {Logarithm} for {Operator} {Normed} {Sums} of {Random} {Vectors}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {381--383},
year = {2001},
volume = {46},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2001_46_2_a12/}
}
V. A. Koval'. On the Law of the Iterated Logarithm for Operator Normed Sums of Random Vectors. Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 2, pp. 381-383. http://geodesic.mathdoc.fr/item/TVP_2001_46_2_a12/