Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables

DOI10.1007/BF01501486zbMath0652.60039MaRDI QIDQ1107208

Thomas Mikosch

Publication date: 1988

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/178388

zbMATH Keywords

maximal inequalitieslaws of the iterated logarithmGaussian quadratic formsquadratic variation of Brownian motion

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Brownian motion (60J65)

Related Items (2)

The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm ⋮ Functional limit theorems for random quadratic forms

Cites Work

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