Some applications of isoperimetric methods to strong limit theorems for sums of independent random variables (Q749983): Difference between revisions

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Latest revision as of 03:02, 10 December 2024

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Some applications of isoperimetric methods to strong limit theorems for sums of independent random variables
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    Some applications of isoperimetric methods to strong limit theorems for sums of independent random variables (English)
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    1990
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    A new isoperimetric inequality, proved by \textit{M. Talagrand} [ibid. 17, No.4, 1546-1570 (1989; Zbl 0692.60016)] is applied to almost sure limit theorems for sums of independent random variables with values in separable Banach spaces. The authors obtain several extensions of classical limit theorems such as the strong law of large numbers and the law of the iterated logarithm (for example the LIL for trimmed sums in Banach spaces) and also new and simpler proofs of known results (like a characterization of the LIL in Banach spaces, obtained by the authors earlier in ibid. 16, No.3, 1242-1264 (1988; Zbl 0662.60008)). A new result concerning the identification of the limits in the bounded LIL is obtained, too [see \textit{A. De Acosta} and \textit{M. Ledoux}, Probability in Banach spaces 6, Proc. 6th Int. Conf., Sandbjerg/Denmark 1986, Prog. Probab. Stat. 20, 1-12 (1990; Zbl 0696.60007) on this problem].
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    isoperimetric inequality
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    almost sure limit theorems
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    strong law of large numbers
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    law of the iterated logarithm
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