Precise Rates in the Generalized Law of the Iterated Logarithm in Multidimensional Euclidean Space
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Graphical Abstract
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Abstract
Let \X,X_n,n\ge1\ be a sequence of i.i.d. random vectors with \ep X=(0,0,\cdots,0)_m\times1 and \cov(X,X)=\Sigma, and set S_n=\tsm_i=1^nX_i, n\ge1. For every d>0 and a_n=o((\ln\ln n)^-d), we obtain the precise rates in the generalized law of the iterated logarithm for a kind of weighted infiniteseries of \pr(|S_n|\ge(\varepsilon+a_n)\sigma\sqrtn(\ln\ln n)^d).
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