首页 | 本学科首页   官方微博 | 高级检索  
     检索      


A Compact Law of the Iterated Logarithm for Random Vectors in the Generalized Domain of Attraction of the Multivariate Gaussian Law
Authors:Steven J Sepanski
Institution:(1) Department of Mathematical Sciences, Saginaw Valley State University, University Center, Michigan, 48710
Abstract:For a sequence of independent identically distributed random vectors, we prove that the limiting cluster set of the appropriately operator normed partial sums is, with probability one, the closed unit euclidean ball. The result is proved under the hypotheses that the law of the random vectors belongs to the Generalized Domain of Attraction of the multivariate Gaussian law and satisfy a mild integrability condition. The two conditions together are still weaker than finite second normed moment and are necessary and sufficient.
Keywords:Law of the iterated logarithm  central limit theorem  generalized domain of attraction  operator normalization
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号