No CrossRef data available.
Article contents
On the bounded laws of iterated logarithm inBanach space
Published online by Cambridge University Press: 15 November 2005
Abstract
In the present paper, by using theinequality due to Talagrand's isoperimetric method, severalversions of the bounded law of iterated logarithm for a sequenceof independent Banach space valued random variables are developedand the upper limits for the non-random constant are given.
Keywords
- Type
- Research Article
- Information
- Copyright
- © EDP Sciences, SMAI, 2005
References
de Acosta, A., Inequalities for B-valued random variables with application to the law of large numbers.
Ann. Probab.
9 (1981) 157–161.
CrossRef
von Bahr, B. and Esseen, C., Inequalities for the rth absolute moments of a sum of random variables, 1 ≤ r ≤ 2.
Ann. math. Statist.
36 (1965) 299–303.
CrossRef
Chen, X., On the law of iterated logarithm for independent Banach space valued random variables.
Ann. Probab.
21 (1993) 1991–2011.
CrossRef
Chen, X., The Kolmogorov's LIL of B-valued random elements and empirical processes.
Acta Mathematica Sinica
36 (1993) 600–619.
Y.S. Chow and H. Teicher, Probability Theory: Independence, Interchangeability, Martigales. Springer-Verlag, New York (1978).
Deng, D., On the Self-normalized Bounded Laws of Iterated Logarithm in Banach Space.
Stat. Prob. Lett.
19 (2003) 277–286.
CrossRef
Einmahl, U., Toward a general law of the iterated logarithm in Banach space.
Ann. Probab.
21 (1993) 2012–2045.
CrossRef
Gine, E. and Zinn, J., Some limit theorem for emperical processes.
Ann. Probab.
12 (1984) 929–989.
CrossRef
A. Godbole, Self-normalized bounded laws of the iterated logarithm in Banach spaces, in Probability in Banach Spaces 8, R. Dudley, M. Hahn and J. Kuelbs Eds. Birkhäuser Progr. Probab.
30 (1992) 292–303.
Griffin, P. and Kuelbs, J., Self-normalized laws of the iterated logarithm.
Ann. Probab.
17 (1989) 1571–1601.
CrossRef
Griffin, P. and Kuelbs, J., Some extensions of the LIL via self-normalizations.
Ann. Probab.
19 (1991) 380–395.
CrossRef
Ledoux, M. and Talagrand, M., Characterization of the law of the iterated logarithm in Babach spaces.
Ann. Probab.
16 (1988) 1242–1264.
CrossRef
Ledoux, M. and Talagrand, M., Some applications of isoperimetric methods to strong limit theorems for sums of independent random variables.
Ann. Probab.
18 (1990) 754–789.
CrossRef
M. Ledoux and M. Talagrand, Probability in Banach Space. Springer-Verlag, Berlin (1991).
Wittmann, R., A general law of iterated logarithm.
Z. Wahrsch. verw. Gebiete
68 (1985) 521–543.
CrossRef