期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2016
卷号：XIII
期号：2
页码：659-686
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：We develop a new method for showing that a given sequence of randomvariables verifies an appropriate law of the iterated logarithm. Our tools involvethe use of general estimates on multidimensional Wasserstein distances, that are inturn based on recently developed inequalities involving Stein matrices and transportdistances. Our main application consists in the proof of the exact law of the iteratedlogarithm for the Hermite variations of a fractional Brownian motion in the criticalcase.
关键词：Fractional BrownianMotion; Gaussian Sequences; Hermite Variations;Law of the Iterated Logarithm; Stein Matrices; Wasserstein Distances.
