A New Law of the Iterated Logarithm in Rd with Application to Matrix-Normalized Sums of Random Vectors
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DOI: 10.1023/A:1013851720494
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- Kaufmann, Heinz, 1987. "On the strong law of large numbers for multivariate martingales," Stochastic Processes and their Applications, Elsevier, vol. 26, pages 73-85.
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Keywords
law of the iterated logarithm; sums of independent random vectors; matrix normings; rates of convergence in the CLT;All these keywords.
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