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CONVERGENCE RATES OF LAW OF ITERATED LOGARITHM FOR B-VALUED RANDOM VARIABLES 被引量:4

CONVERGENCE RATES OF LAW OF ITERATED LOGARITHM FOR B-VALUED RANDOM VARIABLES
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摘要 Let {X, X<sub>n</sub>; n≥1} be i.i.d.r.v.’s taking values in a separable Banach space (B,||·||)such that EX=0 and Ef<sup>2</sup>(X)【+∞, ?∈6B<sup>*</sup>, and S<sub>n</sub>=X<sub>1</sub>+…+X<sub>n</sub> for n≥1. The purposeof this paper is to study the rates of convergence to zero of P(inf||Sn/(2nloglogn)<sup>1/2</sup>-x||≥ε) and P(sup inf||S<sub>k</sub>/(2kloglogk)<sup>1/2</sup>-x||≥ε) (?ε】0) under precisely necessary and sufficientconditions. We also give new necessary and sufficient conditions for X to satisfy the boundand compact law of the iterated logarithm, respectively. Our results improve some resultsof Darling and Robbins (1967) as well as Davis (1968) even in the case B=R. Let {X, X_n; n≥1} be i.i.d.r.v.'s taking values in a separable Banach space (B,||·||)such that EX=0 and Ef^2(X)<+∞, ?∈6B~*, and S_n=X_1+…+X_n for n≥1. The purposeof this paper is to study the rates of convergence to zero of P(inf||Sn/(2nloglogn)^(1/2)-x||≥ε) and P(sup inf||S_k/(2kloglogk)^(1/2)-x||≥ε) (?ε>0) under precisely necessary and sufficientconditions. We also give new necessary and sufficient conditions for X to satisfy the boundand compact law of the iterated logarithm, respectively. Our results improve some resultsof Darling and Robbins (1967) as well as Davis (1968) even in the case B=R.
作者 李德立
出处 《Science China Mathematics》 SCIE 1991年第4期395-404,共10页 中国科学:数学(英文版)
基金 Project supported by the National Natural Science Foundation of China.
关键词 law of the ITERATED LOGARITHM rate of CONVERGENCE BOUNDED in probability. law of the iterated logarithm rate of convergence bounded in probability.
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