This article is cited in 1 paper

The Law of the Iterated Logarithm for Matrix-Normed Sums of Independent Random Variables and Its Applications

V. A. Koval'

National Technical University of Ukraine "Kiev Polytechnic Institute"

Abstract: In the paper, the law of the iterated logarithm in $\mathbb R^d$ for sums of independent random vectors subjected to matrix transformations is studied. Application to multidimensional linear regression is considered.

UDC: 519.21

Received: 03.10.2001
Revised: 13.02.2002

DOI: 10.4213/mzm428

 English version: Mathematical Notes, 2002, 72:3, 331–336

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