A new law of the iterated logarithm in \(R^d\) with application to matrix-normalized sums of random vectors

DOI10.1023/A:1013851720494zbMath1033.60039OpenAlexW121848937MaRDI QIDQ5960462

Valery Koval

Publication date: 7 April 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1013851720494

zbMATH Keywords

law of the iterated logarithmsums of independent random vectors

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (4)

Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design. ⋮ Detection of structural changes in generalized linear models ⋮ The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms ⋮ A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space.

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