The functional law of the iterated logarithm for dependent random variables
โ Scribed by I. Berkes
- Publisher
- Springer
- Year
- 1973
- Tongue
- English
- Weight
- 615 KB
- Volume
- 26
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The paper proves a functional local law of the iterated logarithm and a moderate deviation principle for properly normalized geometrically weighted random series of centered independent normal real random variables with variances satisfying Kolmogorov's conditions. The methodology used here allows a
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