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Volumn 15, Issue 1, 2002, Pages 249-257

A new law of the iterated logarithm in Rd with application to matrix-normalized sums of random vectors

Author keywords

Law of the iterated logarithm; Matrix normings; Rates of convergence in the CLT; Sums of independent random vectors

Indexed keywords


EID: 0036115594     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1013851720494     Document Type: Article
Times cited : (7)

References (14)
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    • Chen, X. (1993). On the law of the iterated logarithm for independent Banach space valued random variables. Ann. Probab. 21, 1991-2011.
    • (1993) Ann. Probab. , vol.21 , pp. 1991-2011
    • Chen, X.1
  • 5
    • 38249038151 scopus 로고
    • On the strong law of large numbers for multivariate martingales
    • Kaufmann, H. (1987). On the strong law of large numbers for multivariate martingales. Stochastic Processes Appl. 26, 73-85.
    • (1987) Stochastic Processes Appl. , vol.26 , pp. 73-85
    • Kaufmann, H.1
  • 6
    • 0141642670 scopus 로고    scopus 로고
    • The strong law of large numbers for vector-valued martingales with matrix normings
    • in Ukrainian
    • Koval, V. (1999). The strong law of large numbers for vector-valued martingales with matrix normings. Theory Probab. Math. Statist. 60, 59-63 (in Ukrainian).
    • (1999) Theory Probab. Math. Statist. , vol.60 , pp. 59-63
    • Koval, V.1
  • 7
    • 0141754592 scopus 로고    scopus 로고
    • Limit theorems for operator-normalized random vectors
    • in Ukrainian
    • Koval, V. (1999). Limit theorems for operator-normalized random vectors. Theory Probab. Math. Statist. 61, 47-58 (in Ukrainian).
    • (1999) Theory Probab. Math. Statist. , vol.61 , pp. 47-58
    • Koval, V.1
  • 10
    • 0002008669 scopus 로고
    • Laws of large numbers for semimartingales with applications to stochastic regression
    • Le Breton, A., and Musiela, M. (1989). Laws of large numbers for semimartingales with applications to stochastic regression. Probab. Theory Relat. Fields 81, 275-290.
    • (1989) Probab. Theory Relat. Fields , vol.81 , pp. 275-290
    • Le Breton, A.1    Musiela, M.2
  • 11
    • 0141754649 scopus 로고
    • The law of large numbers for multidimensional martingales
    • Melnikov, A. V. (1986). The law of large numbers for multidimensional martingales. Sov. Math. Dokl. 33, 131-135.
    • (1986) Sov. Math. Dokl. , vol.33 , pp. 131-135
    • Melnikov, A.V.1
  • 13
    • 0141866213 scopus 로고
    • A nonuniform estimate of the rate of convergence in the multidimensional central limit theorem
    • Rotar', V. I. (1970). A nonuniform estimate of the rate of convergence in the multidimensional central limit theorem. Theory Probability Appl. 15, 630-648.
    • (1970) Theory Probability Appl. , vol.15 , pp. 630-648
    • Rotar', V.I.1
  • 14
    • 0001457176 scopus 로고
    • A general law of iterated logarithm
    • Wittmann, R. (1985). A general law of iterated logarithm. Z. Wahrsch. Verw. Gebiete 68, 521-543.
    • (1985) Z. Wahrsch. Verw. Gebiete , vol.68 , pp. 521-543
    • Wittmann, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.