Lil behavior for weakly dependent random variables in Banach spaces

DOI10.1007/S10474-010-9200-0MaRDI QIDQ625989zbMATH OpenOpenAlexFDO

Authors Juan-Miguel Gracia

Publication date 25 February 2011

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10474-010-9200-0

zbMATH Keywords

\(\psi\)-mixingBanach space of type 2law of the iterated logarithm (LIL)

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50)

Review text

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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Cites work

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• scientific article; zbMATH DE number 1005342 (Why is no real title available?)
• scientific article; zbMATH DE number 2097293 (Why is no real title available?)
• scientific article; zbMATH DE number 3401883 (Why is no real title available?)
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Cited in

(3)

• The Bounded Law of the Iterated Logarithm for Weakly Dependent Random Variables with Values in a Type 2 Banach Space
• A general LIL for \(B\)-valued geometrically weighted series under dependent assumption
• A LIL for independent non-identically distributed random variables in Banach space and its applications

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