The law of iterated logarithm for m-dependent Banach space valued random variables
The law of iterated logarithm for \(m\)-dependent Banach space valued random variables
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.
- scientific article; zbMATH DE number 4030616
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- Laws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processes
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- scientific article; zbMATH DE number 3915298 (Why is no real title available?)
- scientific article; zbMATH DE number 4030616 (Why is no real title available?)
- scientific article; zbMATH DE number 4088600 (Why is no real title available?)
- A note on the almost sure central limit theorem for the product of partial sums of m-dependent random variables
- Precise asymptotics of the complete convergence for m-dependent Banach space valued random variables
- A strong law of large numbers for m-dependent random variables under sub-linear expectation
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