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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| Date: | 2006 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2006
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3510 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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