Lil behavior for weakly dependent random variables in Banach spaces (Q625989)
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English | Lil behavior for weakly dependent random variables in Banach spaces |
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Lil behavior for weakly dependent random variables in Banach spaces (English)
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25 February 2011
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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)].
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law of the iterated logarithm (LIL)
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\(\psi\)-mixing
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Banach space of type 2
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