Bounded law of the iterated logarithm for multidimensional martingales normalized by matrices
We investigate a bounded law of the iterated logarithm for matrix-normalized weighted sums of martingale differences in $R^d$. We consider the normalization of matrices inverse to the covariance matrices of these sums by square roots. This result is used for the proof of the bounded law of the itera...
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| Datum: | 2006 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2006
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/3510 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | We investigate a bounded law of the iterated logarithm for matrix-normalized weighted sums of martingale differences in $R^d$. We consider the normalization of matrices inverse to the covariance matrices of these sums by square roots. This result is used for the proof of the bounded law of the iterated logarithm for martingales with arbitrary matrix normalization. |
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