Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces

Citation
Fu,"ke Ang",zhang,"li Xin, Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces, Acta mathematica Sinica. English series (Print) , 25(2), 2009, pp. 191-208
ISSN journal
14398516
Volume
25
Issue
2
Year of publication
2009
Pages
191 - 208
Database
ACNP
SICI code
Abstract
Let {X, X n ; n . 1} be a sequence of i.i.d. random variables taking values in a real separable Hilbert space (H, . · .) with covariance operator .. Set S n = X 1 + X 2 + ... + X n , n . 1. We prove that, for b > .1, lim..0.2(b+1).n=1.(logn)bn3/2E{.Sn....nlogn......}+=..2(b+1)(2b+3)( b+1)E.Y.2b+3 holds if EX = 0, and E.X.2(log .X.)3b.(b+4) < ., where Y is a Gaussian random variable taking value in a real separable Hilbert space with mean zero and covariance operator ., and . 2 denotes the largest eigenvalue of ..