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Limit Theorems for Logarithmic Averages of Random Vectors

✍ Scribed by István Berkes; Lajos Horváth


Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
386 KB
Volume
195
Category
Article
ISSN
0025-584X

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✦ Synopsis


We prove the strong law of large numbers for logarithmic averages of random vectors. We also obtain a strong approximation for logarithmic averages.

for a large class of functions a if d = 1. Earlier results are due to [IS] and [12] when a(t) = I { t 5 0). For extensions of (1.3) we refer to [17], 121, [l] and [5].


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