RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1982 Volume 119, Pages 198–202 (Mi znsl3998)

This article is cited in 1 paper

Sequences of $m$-orthogonal random variables

V. V. Petrov


Abstract: A sequence of random variables $\{X_n\}$ is called a sequence of $m$-orthogonal random variables if $EX_n^2<\infty$ for any $n$ and $E(X_kX_j)=0$ for $|k-j|>m$. Here $m$ is a nonnegative integer number. A theorem on the law of the iterated logarithm is proved for sequences of $m$-orthogonal random variables.

UDC: 519.21



Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025