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

• Дата: 2006
• Автори: Koval, V. A., Коваль, В. О.
• Формат: Стаття
• Мова: Українська; Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2006
• Онлайн доступ: 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...