The law of iterated logarithm for \(m\)-dependent Banach space valued random variables (Q1366727)

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scientific article; zbMATH DE number 1061815
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    The law of iterated logarithm for \(m\)-dependent Banach space valued random variables
    scientific article; zbMATH DE number 1061815

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      The law of iterated logarithm for \(m\)-dependent Banach space valued random variables (English)
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      23 February 1998
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      The minimal conditions for \(m\)-dependent Banach space valued random elements satisfying the law of iterated logarithm (LIL) are concerned. Roughly speaking, it is proved that the classical conditions for an i.i.d. sequence to satisfy LIL are still sufficient for LIL in \(m\)-dependent case. Such result cannot be obtained in a way similar to what we did in the one-dimensional case (the appropriate example is given). Recall that a sequence \((X_n)_{n\geq 1}\) of strictly stationary random elements is called \(m\)-dependent, where \(m\) is nonegative integer, if for any \(k\geq 1\), the two collections \(\{X_1,\cdot , X_k\}\) and \(\{X_{k+m+1}, X_{k+m+2},\cdot \}\) are independent.
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      law of iterated logarithm
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      \(m\)-dependence
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      cluster set
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      moderate deviation
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