Bounded and compact laws of the logarithm for B-valued random variables
AbstractIn this paper, we study a version of the law of the logarithm in a Banach space setting. Some necessary and some sufficient conditions are presented for the law of the logarithm for B-valued random variables. The law of the logarithm, the law of the iterated logarithm and the central limit theorem are shown to be equivalent for finite-dimentional B-valued random variables. However, this statement is not true for infinite-dimensional case. Under the central limit theorem, the law of the logarithm is shown to be equivalent to some certain moment condition. The law of the iterated logarithm implies the law of the logarithm, but the converse is not true. All methods used in this paper are quite standard in probability in Banach spaces except for some modifications. We made an effort to solve this problem completely in a Banach space using both the isoperimetric methods and the Gaussian randomization technique, but we were not successful.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 63 (1996)
Issue (Month): 2 (November)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description
Find related papers by JEL classification:
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Li, D. L. & Rao, M. B. & Wang, X. C., 1995. "On the Strong Law of Large Numbers and the Law of the Logarithm for Weighted Sums of Independent Random Variables with Multidimensional Indices," Journal of Multivariate Analysis, Elsevier, vol. 52(2), pages 181-198, February.
- Ramkishen S. Rejan, 1998. "The Currency And Financial Crisis In Southeast Asia - A Case Of `Sudden Deathã¢Â‚¬Â„¢ Or `Death Foretoldã¢Â‚¬Â„¢," Macroeconomics Working Papers 22381, East Asian Bureau of Economic Research.
- Sung, Soo Hak, 2009. "A law of the single logarithm for weighted sums of i.i.d. random elements," Statistics & Probability Letters, Elsevier, vol. 79(10), pages 1351-1357, May.
- Chen, Pingyan & Chen, Ran, 2010. "A remark on LSL for weighted sums of i.i.d random elements," Statistics & Probability Letters, Elsevier, vol. 80(17-18), pages 1329-1334, September.
If references are entirely missing, you can add them using this form.