Bounded law of the iterated logarithm for multidimensional martingales normalized by matrices

• Datum: 2006
• Hauptverfasser: Koval, V. A., Коваль, В. О.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2006
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/3510
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...