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

• Дата: 2000
• Автори: Buldygin, V. V., Koval, V. A., Булдыгин, В. В., Коваль, В. А.
• Формат: Стаття
• Мова: Російська; Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2000
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/4508
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...