TOWARD A GENERAL LAW OF THE ITERATED LOGARITHM IN BANACH-SPACE

Authors
Citation
U. Einmahl, TOWARD A GENERAL LAW OF THE ITERATED LOGARITHM IN BANACH-SPACE, Annals of probability, 21(4), 1993, pp. 2012-2045
Citations number
21
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00911798
Volume
21
Issue
4
Year of publication
1993
Pages
2012 - 2045
Database
ISI
SICI code
0091-1798(1993)21:4<2012:TAGLOT>2.0.ZU;2-V
Abstract
A general bounded law of the iterated logarithm for Banach space value d random variables is established. Our result implies: (a) the bounded LIL of Ledoux and Talagrand, (b) a bounded LIL for random variables i n the domain of attraction of a Gaussian law and (c) new LIL results f or random variables outside the domain of attraction of a Gaussian law in cases where the classical norming sequence {root nLLn} does not wo rk. Basic ingredients of our proof are an infinite-dimensional Fuk-Nag aev type inequality and an infinite-dimensional version of Klass's K-f unction.