On the bounded laws of iterated logarithm in Banach space
ESAIM: Probability and Statistics, Tome 9 (2005), pp. 19-37
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In the present paper, by using the inequality due to Talagrand's isoperimetric method, several versions of the bounded law of iterated logarithm for a sequence of independent Banach space valued random variables are developed and the upper limits for the non-random constant are given.
DOI :
10.1051/ps:2005002
Classification :
60F05, 60B12, 60F99
Keywords: Banach space, bounded law of iterated logarithm, isoperimetric inequality, Rademacher series, self-normalizer
Keywords: Banach space, bounded law of iterated logarithm, isoperimetric inequality, Rademacher series, self-normalizer
@article{PS_2005__9__19_0, author = {Deng, Dianliang}, title = {On the bounded laws of iterated logarithm in {Banach} space}, journal = {ESAIM: Probability and Statistics}, pages = {19--37}, publisher = {EDP-Sciences}, volume = {9}, year = {2005}, doi = {10.1051/ps:2005002}, mrnumber = {2148959}, zbl = {1136.60314}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2005002/} }
TY - JOUR AU - Deng, Dianliang TI - On the bounded laws of iterated logarithm in Banach space JO - ESAIM: Probability and Statistics PY - 2005 SP - 19 EP - 37 VL - 9 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/ps:2005002/ DO - 10.1051/ps:2005002 LA - en ID - PS_2005__9__19_0 ER -
Deng, Dianliang. On the bounded laws of iterated logarithm in Banach space. ESAIM: Probability and Statistics, Tome 9 (2005), pp. 19-37. doi: 10.1051/ps:2005002
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