The Law of the Iterated Logarithm for Independent Random Variables with Multidimensional Parameters and Its Application |
Received:November 26, 2001 |
Key Words:
Law of the iterated logarithm multidimensional parameter moment of supremum.
|
Fund Project:Supported by the National Natural Science Foundation of China (10271120) |
|
Hits: 2386 |
Download times: 944 |
Abstract: |
For a set of i.i.d.r.v. indexed by positive integer d-dimensional lattice points, and for some general normalizing sequence, we determine necessary and sufficient conditions for the law of iterated logarithm. As its application, we give conditions for the existence of moments of the supremum of normed partial sums. |
Citation: |
DOI:10.3770/j.issn:1000-341X.2004.01.010 |
View Full Text View/Add Comment |