Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables
type: Item
instance of: scholarly article
title: Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables
zbMATH Open document ID: 0652.60039
DOI: 10.1007/BF01501486
published in: Monatshefte für Mathematik
publication date: 1988-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/178388
review text: We prove bounded laws of the iterated logarithm for Gaussian quadratic forms. The underlying sequence of Gaussian variables is assumed to satisfy quite general conditions on its covariance structure. The basic tools are maximal inequalities of exponential type for sums of dependent random variables which may be of interest themselves. Several examples illustrate the sharpness of the results. In a particular section the bounded law of the iterated logarithm is shown for quadratic variation of Brownian motion.
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 4064160
zbMATH Keywords: laws of the iterated logarithm
zbMATH Keywords: Gaussian quadratic forms
zbMATH Keywords: maximal inequalities
zbMATH Keywords: quadratic variation of Brownian motion
author: T. Mikosch
reviewed by: T. Mikosch
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4064160