A note on the law of iterated logarithm for weighted sums of random variables (Q792693): Difference between revisions
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Latest revision as of 18:43, 21 March 2024
scientific article
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English | A note on the law of iterated logarithm for weighted sums of random variables |
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A note on the law of iterated logarithm for weighted sums of random variables (English)
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1984
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We give sufficient conditions for the upper and lower inequality in the law of iterated logarithm for weighted sums \(W_ n=\sum_{k}a_{nk}X_ k\) of i.i.d. random variables. The main condition for the upper inequality is: \(Cor(W_ n,W_ m)\to 1\) as n,\(m\to \infty\), s.t. n and m are close to each other; whereas for the lower inequality we demand that the new r.v.s in \(W_{n+\ell}^ w.\)r. to \(W_ n\) should receive enough weight. In addition the variation within the rows \((a_{nk})\) should not be too large. The proof uses explicit calculations for normal r.v.s and strong approximation results for sums of r.v.s.
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law of iterated logarithm
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weighted sums
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strong approximation for sums
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summability matrix
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Borel property
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