Open Access
April, 1990 Some Applications of Isoperimetric Methods to Strong Limit Theorems for Sums of Independent Random Variables
M. Ledoux, M. Talagrand
Ann. Probab. 18(2): 754-789 (April, 1990). DOI: 10.1214/aop/1176990857

Abstract

We develop several applications to almost sure limit theorems for sums of independent vector valued random variables of an isoperimetric inequality due to Talagrand. A general treatment of the classical laws of large numbers of Kolmogorov and Prokorov and laws of the iterated logarithm of Kolmogorov and Hartman and Wintner is described. New results as well as simpler new proofs of known ones illustrate the usefulness of isoperimetric methods in this context. We show further how this approach can be used in the study of limit theorems for trimmed sums of independent and identically distributed random variables.

Citation

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M. Ledoux. M. Talagrand. "Some Applications of Isoperimetric Methods to Strong Limit Theorems for Sums of Independent Random Variables." Ann. Probab. 18 (2) 754 - 789, April, 1990. https://doi.org/10.1214/aop/1176990857

Information

Published: April, 1990
First available in Project Euclid: 19 April 2007

zbMATH: 0713.60005
MathSciNet: MR1055432
Digital Object Identifier: 10.1214/aop/1176990857

Subjects:
Primary: 60B12
Secondary: 60F15

Keywords: Isoperimetric inequality , Law of Large Numbers , Law of the iterated logarithm , Trimming

Rights: Copyright © 1990 Institute of Mathematical Statistics

Vol.18 • No. 2 • April, 1990
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