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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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Bibliographic Details
Date:	2006
Main Authors:	Koval, V. A., Коваль, В. О.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2006
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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