Multidimensional Lévy inequalities and their applications

Gang Li

Statistics & Probability Letters, 1994, vol. 20, issue 4, 327-335

Abstract: In this paper Lévy inequalities for random variables with multidimensional indices are obtained. The random variables involved are required to be neither symmetric nor i.i.d., and the bound obtained is better than that previously obtained by Wichura (1973). The inequalities are used to provide a sharpened form of a law iof the interated logarithm (LIL) first obtained by Wichura (1973) and to fix a small glitch in the proof of a LIL obtained by Wright (1981) for sums of random variables indexed by a partially ordered set.

Keywords: Lévy; inequality; Law; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 1994
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