Characterization of LIL behavior in Banach space
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Abstract: In a recent paper by the authors a general result characterizing two-sided LIL behavior for real valued random variables has been established. In this paper, we show that there are analogous results in the Banach space setting. One of our main new tools is an improved Fuk-Nagaev type inequality in Banach space which should be of independent interest.
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- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- scientific article; zbMATH DE number 741240 (Why is no real title available?)
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Cited in
(39)- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
- Characterization of the cluster set of the LIL sequence in Banach space
- Finite impulse response models: a non-asymptotic analysis of the least squares estimator
- Relative perturbation bounds with applications to empirical covariance operators
- On rates of convergence for sample average approximations in the almost sure sense and in mean
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- The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
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- A remark on the strong law for \(b\)-valued arrays of random elements
- scientific article; zbMATH DE number 468957 (Why is no real title available?)
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- Concentration inequalities for empirical processes of linear time series
- Feller's upper-lower class test in Euclidean space
- Perturbation bounds for eigenspaces under a relative gap condition
- LIL type behavior of multivariate Lévy processes at zero
- LIL behavior for B-valued strong mixing random variables
- On the (p,q)$(p,q)$‐type strong law of large numbers for sequences of independent random variables
- A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression
- Lil behavior for weakly dependent random variables in Banach spaces
- Quantitative limit theorems and bootstrap approximations for empirical spectral projectors
- Generalized LIL for geometrically weighted random series in Banach spaces
- A general LIL for \(B\)-valued geometrically weighted series under dependent assumption
- Noncommutative Fuk-Nagaev inequalities and their applications
- Concentration and moment inequalities for sums of independent heavy-tailed random matrices
- Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores
- A limit theorem related to the Hartman-Wintner-Strassen LIL and the Chover LIL
- A LIL for independent non-identically distributed random variables in Banach space and its applications
- A few remarks on the operator norm of random Toeplitz matrices
- A remark on LSL for weighted sums of i.i.d random elements
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