Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables
β Scribed by Xiaoyong Xiao; Hongwei Yin
- Book ID
- 116890530
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 205 KB
- Volume
- 82
- Category
- Article
- ISSN
- 0167-7152
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π SIMILAR VOLUMES
## Let {x,x~ ; n >\\_ 1} be a sequence of i.i.d, random variables. Set Sn = X1 + X2 + β’ .. +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
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