{"entities":{"Q1045798":{"pageid":1047646,"ns":120,"title":"Item:Q1045798","lastrevid":66617172,"modified":"2026-04-12T11:20:09Z","type":"item","id":"Q1045798","labels":{"en":{"language":"en","value":"Theory and applications of multivariate self-normalized processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5648675"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$94E74538-1671-4D76-BB17-46B83C48A9B4","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c7461febbd1376afb5123d6e78c96e172e000aa4","datavalue":{"value":{"text":"Theory and applications of multivariate self-normalized processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1045798$BBE948B2-5681-42B2-9B9F-214871EFAC9C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"7bc526fbd3b3ad2c9ba82b87172410ed37036f24","datavalue":{"value":"1190.60017","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1045798$D261284B-75C4-4FDD-A1EA-CDDD3BB6621A","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"7a945efd9d47589a67b7b75ea7d9eeafd2ea87b9","datavalue":{"value":{"entity-type":"item","numeric-id":335660,"id":"Q335660"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$4ED7FB22-CF6A-42CA-AF6F-F7F6CA1F2E04","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"ad0f36cdf77922073f5fd4a4062a1d40759bfe03","datavalue":{"value":{"entity-type":"item","numeric-id":477961,"id":"Q477961"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$BD37B62C-5CB1-43D1-9ED1-04BAD41388BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b0abf54d55be7e530bc26427b2e27f2cc8c43dbf","datavalue":{"value":{"entity-type":"item","numeric-id":335659,"id":"Q335659"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$572F1878-60CE-43CA-AD0B-026B2DE35C94","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0a7f38bff7197b9d5228d1d2cd340d5028d13b61","datavalue":{"value":{"entity-type":"item","numeric-id":61365,"id":"Q61365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$6A51A9D5-4F12-43A9-B4CC-BFF8EAC6AEC5","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"3c5032f7fa8f968bed6bdb9d05d0cd461f220c64","datavalue":{"value":{"time":"+2009-12-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1045798$D5CF9068-3978-4B17-8937-4247DE18321F","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"19b19558c330d93bef920c49be8d7a31c739154a","datavalue":{"value":"The authors consider multivariate self-normalized processes in a general context. The studied processes are of the form \\(A_n' C_n^{-1} A_n\\) with a matrix normalization \\(C_n^{-1},\\) where \\(C_n\\) is a positive definite random matrix. An important tool to analyze \\(C_n\\) is its singular value decomposition and the corresponding symmetric square root. A parameterized family of exponential supermartingales is introduced to provide the general framework for the multivariate self-normalized processes. Then first, via the method of mixtures (or pseudo-maximization), some key exponential and moment inequalities are derived. In addition, boundary crossing probabilities for multivariate self-normalized processes and a Strassen-type law of the iterated are presented. The work extends earlier results of \\textit{V. H. de la Pe\u00f1a, M. J. Klass} and \\textit{T. L. Lai} [``Moment bounds for self-normalized martingales'', in: Gin\u00e9, Evarist (ed.) et al., High dimensional probability II. 2nd international conference, Univ. of Washington, DC, USA, August 1--6, 1999. Boston, MA: Birkh\u00e4user. Prog. Probab. 47, 3--11 (2000; Zbl 0967.60052); Ann. Probab. 32, No.~3A, 1902--1933 (2004; Zbl 1075.60014)] to the multivariate case.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1045798$450D71F6-00DC-413D-92A8-7CC1953158C0","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"f69528cea35ad35a0f81b1419c5bdc2905d27952","datavalue":{"value":"60F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1045798$D43DF202-E311-4F0A-97AD-70E678CA7089","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"f49dd74e6cfeea81a6a51567255e1c4853afd305","datavalue":{"value":"60F15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1045798$CB420597-0D88-4926-8750-CF8990B7FCC2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1045798$DC675A0E-6A55-4988-AAE4-1539A7928248","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"fedc54d041dbaf3922f156ba09e5514c44ab5169","datavalue":{"value":"60E15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1045798$9460FADE-A0FB-4F5D-AA1C-9A656922793A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"c2c4972d430f3b7b807bae2780e3fdf12a36c996","datavalue":{"value":"5648675","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1045798$41297027-1AAB-450F-BE45-0FE1DD73AE90","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e2230fd0bb2fd0ac69bf2ef6dcef5beac58ee8c3","datavalue":{"value":"boundary crossing probabilities","type":"string"},"datatype":"string"},"type":"statement","id":"Q1045798$B1BD2199-8334-4E8E-B6FE-0D62BC9861D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fd45d50731b76baabad798c7db710bc0b8932b83","datavalue":{"value":"exponential and moment inequalities","type":"string"},"datatype":"string"},"type":"statement","id":"Q1045798$3D2F10DD-CFF9-4E28-A0F3-5D67B513A05E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4cfac1a38416922844ddbd3878ce4261f2c9825b","datavalue":{"value":"matrix normalization","type":"string"},"datatype":"string"},"type":"statement","id":"Q1045798$8F7B730B-4D27-41A4-97B0-2C4EC57CCA09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4eca0fdd5364e099fed6e051dade202c9fa24475","datavalue":{"value":"method of mixtures","type":"string"},"datatype":"string"},"type":"statement","id":"Q1045798$3D1CE634-7F2C-4343-9C9D-DA3FF86833A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b35ae5da28eeb6956184f2ecc4a39e50d3057291","datavalue":{"value":"multivariate martingales","type":"string"},"datatype":"string"},"type":"statement","id":"Q1045798$B680638A-5B17-4E6E-8D7A-6783B00F7EC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6bc69b67d4c6f54173b370c9aeb10ad844844077","datavalue":{"value":"multivariate self-normalized process","type":"string"},"datatype":"string"},"type":"statement","id":"Q1045798$3A34704C-B063-499B-BE08-6BF8F2398233","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7af7279290f42228f3e79a705931d1d96e315043","datavalue":{"value":"pseudo-maximization","type":"string"},"datatype":"string"},"type":"statement","id":"Q1045798$04B77CE6-C33E-4574-B974-99DBA20C5EFC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3c829cdff7b1b7b534602c28228797206c92b35f","datavalue":{"value":"Strassen-type law of the iterated logarithm","type":"string"},"datatype":"string"},"type":"statement","id":"Q1045798$896C8052-45F1-4029-AFDD-D7AC1E029F86","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"b162c15570e0adfdcabd528b9482d82cab60056b","datavalue":{"value":{"entity-type":"item","numeric-id":392094,"id":"Q392094"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$FA5A8673-6B0E-47FA-A564-04E427327EED","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$58732F19-37DF-4C45-A966-FF6AC9EB2972","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"bb409ab55a5170a7d55474b9217124c2ca83442f","datavalue":{"value":"https://doi.org/10.1016/j.spa.2009.10.003","type":"string"},"datatype":"url"},"type":"statement","id":"Q1045798$9BC61BE8-121C-4D0B-906D-91F95453AA19","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c0d9a7cd0c5b66274f530bd0163239a7624dcb91","datavalue":{"value":"W2034709788","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1045798$81BD7C5B-F6D1-45BC-9470-462F64E251BE","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"6e2b061676df41cfd4950acf0e03e14c76b1e476","datavalue":{"value":{"entity-type":"item","numeric-id":957522,"id":"Q957522"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$6C509D67-C8FA-4D8B-AAEF-517141EE49BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7f403130f869534700551f32ef9f7bda76ad1c84","datavalue":{"value":{"entity-type":"item","numeric-id":4524731,"id":"Q4524731"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$F7E9034A-4BEF-4653-AD7C-4B441583550C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1a63873449baed52581343691648c74023b053ab","datavalue":{"value":{"entity-type":"item","numeric-id":1879810,"id":"Q1879810"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$3F341ADF-283B-4C9E-9993-D2AA280F968E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"63f47e159e26c85d5aa858982b573a905012ee8b","datavalue":{"value":{"entity-type":"item","numeric-id":4387135,"id":"Q4387135"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$015A56C5-4940-445F-B822-5203BA2CF069","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fabaaaeb5d2a09a76f4365f0217142f5e7fc6ffc","datavalue":{"value":{"entity-type":"item","numeric-id":2433679,"id":"Q2433679"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$F2CB3D88-BA25-4053-B7D8-21DE6B5F32F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"830b2da04e76bb79d31418f0b18f903a3723ec87","datavalue":{"value":{"entity-type":"item","numeric-id":4501095,"id":"Q4501095"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$135142FB-D13D-456A-BA7F-0FEBE3D75284","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8ca36eb8e1715fe667e86aedda6bbf1ecdbfd618","datavalue":{"value":{"entity-type":"item","numeric-id":1232857,"id":"Q1232857"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$45063DF9-B709-4635-A88A-839D65A06992","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f031186511cd8023bae2f21a0cca89b965e5fbc7","datavalue":{"value":{"entity-type":"item","numeric-id":3925746,"id":"Q3925746"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$5E0A4105-C6CC-47FE-9A38-ED6070E9C430","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"393c05eb19a7052780065ad48ea5e12a080d12a0","datavalue":{"value":{"entity-type":"item","numeric-id":5903706,"id":"Q5903706"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$37ADADF9-DCD1-4B12-A566-5EC64CD7A904","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43434dd38dc2febde4e97a9304a3ca3a6bf66d38","datavalue":{"value":{"entity-type":"item","numeric-id":1239960,"id":"Q1239960"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$233532A3-69E0-40D6-BC7E-323047BC0C13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6bf1244d37642767f9c0b9d5b0de1925fc315457","datavalue":{"value":{"entity-type":"item","numeric-id":5649836,"id":"Q5649836"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$9F82BB51-394F-422E-8FE7-EBF489A42AA5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"28aaf7911149c1dbdcb7bfa58468a963d1688ccf","datavalue":{"value":{"entity-type":"item","numeric-id":1356343,"id":"Q1356343"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$76B7F17B-8A7D-45F1-91AE-4301AE63ED30","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d4438cb89f0d54cbe922d4d1f7a906cc6dba66b9","datavalue":{"value":{"entity-type":"item","numeric-id":5611461,"id":"Q5611461"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$DBE6C9BC-DC22-42A9-8189-9175D804BD23","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2b4634e4a91822fcd9820f9332d9d23f4feff73b","datavalue":{"value":{"entity-type":"item","numeric-id":2561062,"id":"Q2561062"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1045798$0D1B5075-49AB-46EF-90A5-6E799973AB51","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"7aa8c73ecf37aad053070f32ee60154b77c6ef97","datavalue":{"value":"10.1016/J.SPA.2009.10.003","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1045798$233F8ACB-C679-43F1-AF21-466722322250","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6dbffacd0ce39cf66b20d9360970d2808bfbcd25","datavalue":{"value":{"entity-type":"item","numeric-id":3528116,"id":"Q3528116"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"23544b074cbebe0587110fa3dfb1922ce151e97f","datavalue":{"value":{"amount":"+0.8073815703392029","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1045798$15CE9FFF-1126-411B-9790-30D2570BAA2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8d758f2c0aab5b930e06fcd70930abeafb345035","datavalue":{"value":{"entity-type":"item","numeric-id":980766,"id":"Q980766"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"110b17bc848924d9ab8a638a2b3556205af555d9","datavalue":{"value":{"amount":"+0.7993977665901184","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1045798$82CE3105-85D4-4375-A6EE-9E650D9CB183","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"399c72750b064ba309fc1ce8c5a9dd32b30ed71e","datavalue":{"value":{"entity-type":"item","numeric-id":957522,"id":"Q957522"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e618acbc18a47cc59c4a76a145bac2e9e775b43f","datavalue":{"value":{"amount":"+0.7981069087982178","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1045798$5254F13F-FF6D-43D5-9AAB-3CA83C217E63","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"580e9a6163d08f78c194178f5a3ce728ba8d7237","datavalue":{"value":{"entity-type":"item","numeric-id":1879810,"id":"Q1879810"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4f98e657cf44ef4aa871800c80b0aab80d86351f","datavalue":{"value":{"amount":"+0.7886833548545837","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1045798$A44C84D4-B161-4CA0-B07F-68BB2F02967E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3046b62f4757d3d4e8e0579fb6b6693c25d05227","datavalue":{"value":{"entity-type":"item","numeric-id":1038925,"id":"Q1038925"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a6d92fa3f3d19bb2c2edad3d9d6adb028c3a7fb0","datavalue":{"value":{"amount":"+0.784813404083252","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1045798$A02F7EBA-D060-456B-8087-5D629D911427","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Theory and applications of multivariate self-normalized processes","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Theory_and_applications_of_multivariate_self-normalized_processes"}}}}}