A general compact law of the iterated logarithm in Banach spaces (Q4524747)

Let \(B\) denote a real separable Banach space with norm \(\|.\|\) and assume \(X,X_1,X_2,\dots\) are i.i.d. \(B\)-valued random vectors with \(0<E\|X\|<\infty\) and \(E(X)= 0\). For any sequence \(\{x_n\}\subset B\) the set of its limit points is denoted by \(C(\{x_n\})\) and is called the cluster set of \(\{x_n\}\). If \(A\subset B\) and \(S_n= \sum_{1\leq j\leq n}X_j\) and \(\{\alpha_n\}\) a sequence with \(\alpha_n\uparrow \infty\) for \(n= 1,2,\dots\), then results on the cluster set \[ C(\{S_n/\alpha_n\})= A\tag{\(*\)} \] are given by the second author [Ann. Probab. 9, 377-394 (1981; Zbl 0459.60005)]. Now, the \(B\)-valued random vector \(X\) satisfies the compact law of the iterated logarithm (CLIL) with respect to the sequence \(\{\alpha_n\}\) if there is a compact subset \(A\) of \(B\), such that \((*)\) and \(\lim_{n\to\infty} d(S_n/\alpha_n, A)= 0\) both hold with probability 1. Here \(d(x,A)= \inf_{y\in A}\|x- y\|\). In this paper a general CLIL, the related cluster set and also the cluster sets determined by random series in Banach spaces are studied, cp. the recent papers by the authors [``Cluster sets for generalized law of the iterated logarithm in Banach spaces'' (preprint, 1999)] and the first author [Ann. Probab. 23, No. 2, 817-851 (1995; Zbl 0833.60029)], too. For the entire collection see [Zbl 0948.00040].