Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces (Q1034242)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces |
scientific article |
Statements
Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces (English)
0 references
11 November 2009
0 references
Let \(H\) be a real separable Hilbert space, let \(\{X_n;n\geq1\}\) be a sequence of i.i.d. \(H\)-valued random variables with zero mean and covariance operator \(\Sigma\), and put \(S_n=X_1+\dots+X_n\). Following a standard approach, the authors compute \(\lim_{\varepsilon\searrow0}\sum_{n\geq1}(\log n)^{b}n^{-3/2}E\{\|S_{n}\|-\sigma\varepsilon\sqrt{n\log n}\}_+\), where \(b>-1\) and \(\sigma^2\) denotes the largest eigenvalue of \(\Sigma\).
0 references
law of the logarithm
0 references
moment convergence
0 references
tail probability
0 references
strong approximation
0 references
0 references