Lil behavior for weakly dependent random variables in Banach spaces (Q625989): Difference between revisions

Let \(\{X_{n},n\geq 1\}\) be a sequence of mean zero identically distributed \(\psi \)-mixing random variables with values in a type \(2\) separable Banach space such that \((X_{1}+...+X_{n})/n\rightarrow 0\) in probability, and \(\sum_{n\geq 1}P(\left\| X_{1}\right\| \geq c_{n})<\infty \) for a general sequence \(\{c_{n},n\geq 1\}\) fulfilling certain conditions. Assuming that the mixing coefficients \(\psi (n),\) \(n\geq 1,\) satisfy \(\sum_{n\geq 1}\psi (n)<\infty ,\) the author proves that \(\limsup_{n\rightarrow \infty }\left\| X_{1}+...+X_{n}\right\| /n \) equals some defined value \(\alpha \in ]0,\infty [ \) almost surely. The result is analogous to a theorem by \textit{U. Einmahl} and \textit{D. Li} [Trans. Am. Math. Soc. 360, No. ~12, 6677--6693 (2008; Zbl 1181.60010)].