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October, 1993 On the Law of the Iterated Logarithm for Independent Banach Space Valued Random Variables
Xia Chen
Ann. Probab. 21(4): 1991-2011 (October, 1993). DOI: 10.1214/aop/1176989008

Abstract

In this paper we establish some general forms of the law of the iterated logarithm for independent random variables $(X_n)$ with Banach space values, where $(X_n)$ is not necessarily identically distributed. Our results include the Kolmogorov law of the iterated logarithm (LIL) in both finite and infinite dimensional cases, and they improve the Wittmann LIL as well as extend it to the vector setting. The Ledoux-Talagrand LIL for an i.i.d. sequence is also a simple corollary of our results.

Citation

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Xia Chen. "On the Law of the Iterated Logarithm for Independent Banach Space Valued Random Variables." Ann. Probab. 21 (4) 1991 - 2011, October, 1993. https://doi.org/10.1214/aop/1176989008

Information

Published: October, 1993
First available in Project Euclid: 19 April 2007

zbMATH: 0791.60005
MathSciNet: MR1245298
Digital Object Identifier: 10.1214/aop/1176989008

Subjects:
Primary: 60B12
Secondary: 60F15

Keywords: Banach space , Isoperimetric inequality , Law of the iterated logarithm , Randomization

Rights: Copyright © 1993 Institute of Mathematical Statistics

Vol.21 • No. 4 • October, 1993
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