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Limit theorems for the discount sums of moving averages

✍ Scribed by Ba Chu

Book ID
111040202
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
733 KB
Volume
33
Category
Article
ISSN
0143-9782

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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],