Characterization of LIL behavior in Banach space

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

In a recent paper by the authors a general result characterizing two-sided LIL behavior for real valued random variables has been established. In this paper, we show that there are analogous results in the Banach space setting. One of our main new tools is an improved Fuk-Nagaev type inequality in Banach space which should be of independent interest.
The Fuk-Nagaev inequality and he upper/ lower bound in Theorem 5 have been improved

Keywords

Probability, 60B12, 60F15

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/125744

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0608687
 http://arxiv.org/abs/math/0608687

Collections

arXiv