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.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 63 (1996)
Issue (Month): 2 (November)
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- 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.
- 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.
- 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.
- 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.
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