The law of the iterated logarithm for subsequences of random variables
β Scribed by I. Berkes
- Publisher
- Springer
- Year
- 1974
- Tongue
- English
- Weight
- 320 KB
- Volume
- 30
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The usual law of the iterated logarithm states that the partial sums Sn of independent and identically distributed random variables can be normalized by the sequence an = d -, such that limsup,,, &/a, = t/z a. 9.. As has been pointed out by GUT (1986) the law fails if one considers the limsup along
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
Let {X n ; n ΒΏ 0} be a sequence of negatively associated random variables. we consider its geometrically weighted series (ΓΏ) = β n = 0 ΓΏ n X n for 0 Β‘ ΓΏ Β‘ 1 and establish the LIL for (ΓΏ) as ΓΏ 1.