A compact LIL for martingales in \(2\)-smooth Banach spaces with applications

DOI10.3150/13-BEJ571zbMath1321.60057arXiv1209.3680MaRDI QIDQ2345125

Christophe Cuny

Publication date: 19 May 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.3680

zbMATH Keywords

Marcinkiewicz-Zygmund strong law of large numbersstrong invariance principleBanach-space-valued martingalescompact law of iterated logarithm\(\phi\)-mixing sequences

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (8)

Study of almost everywhere convergence of series by mean of martingale methods ⋮ Limit theorems for U-statistics of Bernoulli data ⋮ Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields ⋮ Limit theorems for Markov chains by the symmetrization method ⋮ Convergence of series of conditional expectations ⋮ Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\) ⋮ A functional CLT for fields of commuting transformations via martingale approximation ⋮ Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation

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