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.
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/
@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/}
}