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The Law of the Iterated Logarithm for Matrix-Normed Sums of Independent Random Variables and Its Applications

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Abstract

In the paper, the law of the iterated logarithm in \(\mathbb{R}^d \) for sums of independent random vectors subjected to matrix transformations is studied. Application to multidimensional linear regression is considered.

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Authors and Affiliations

  1. National Technical University of Ukraine, Kiev

    V. A. Koval'

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  1. V. A. Koval'
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Koval', V.A. The Law of the Iterated Logarithm for Matrix-Normed Sums of Independent Random Variables and Its Applications. Mathematical Notes 72, 331–336 (2002). https://doi.org/10.1023/A:1020595203723

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  • DOI: https://doi.org/10.1023/A:1020595203723

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