Lil behavior for weakly dependent random variables in Banach spaces (Q625989)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 5857773
Language Label Description Also known as
default for all languages
No label defined
    English
    Lil behavior for weakly dependent random variables in Banach spaces
    scientific article; zbMATH DE number 5857773

      Statements

      Lil behavior for weakly dependent random variables in Banach spaces (English)
      0 references
      0 references
      25 February 2011
      0 references
      Let \(\{X_{n},n\geq 1\}\) be a sequence of mean zero identically distributed \(\psi \)-mixing random variables with values in a type \(2\) separable Banach space such that \((X_{1}+...+X_{n})/n\rightarrow 0\) in probability, and \(\sum_{n\geq 1}P(\left\| X_{1}\right\| \geq c_{n})<\infty \) for a general sequence \(\{c_{n},n\geq 1\}\) fulfilling certain conditions. Assuming that the mixing coefficients \(\psi (n),\) \(n\geq 1,\) satisfy \(\sum_{n\geq 1}\psi (n)<\infty ,\) the author proves that \(\limsup_{n\rightarrow \infty }\left\| X_{1}+...+X_{n}\right\| /n \) equals some defined value \(\alpha \in ]0,\infty [ \) almost surely. The result is analogous to a theorem by \textit{U. Einmahl} and \textit{D. Li} [Trans. Am. Math. Soc. 360, No. ~12, 6677--6693 (2008; Zbl 1181.60010)].
      0 references
      law of the iterated logarithm (LIL)
      0 references
      \(\psi\)-mixing
      0 references
      Banach space of type 2
      0 references

      Identifiers