We apply a general result on the law of iterated logarithm to the wavelet transforms of i.i.d. random variables and show that a version of this law holds under some regularity conditions on the wavelet. This result provides asymptotic estimates of the rate of decay of the wavelet coe cients at inter
โฆ LIBER โฆ
Functional Law of the Iterated Logarithm for I.I.D. Random Variables Attracted to a Completely Asymmetric Stable Law
โ Scribed by Vasudeva, R.
- Book ID
- 118229265
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1980
- Tongue
- English
- Weight
- 473 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0040-585X
- DOI
- 10.1137/1124097
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## Let {x,x~ ; n >\\_ 1} be a sequence of i.i.d, random variables. Set Sn = X1 + X2 + โข .. +Xn and M,~ = maxk 1. By using the strong approximation method, we obtain that for any -1 if and only if EX = 0 and EX 2 < oo, which strengthen and extend the result of Gut and Sp~taru [1], where N is the stan