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Strong Law of Large Numbers with Operator Normalizations for Martingales and Sums of Orthogonal Random Vectors

We establish the strong law of large numbers with operator normalizations for vector martingales and sums of orthogonal random vectors. We describe its applications to the investigation of the strong consistency of least-squares estimators in a linear regression and the asymptotic behavior of multid...

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Bibliographic Details
Date:	2000
Main Authors:	Buldygin, V. V., Koval, V. A., Булдыгин, В. В., Коваль, В. А.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 2000
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4508
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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