A nonclassical LIL for geometrically weighted series in Banach space

DOI10.1007/S10114-013-1591-8MaRDI QIDQ353622zbMATH OpenOpenAlexFDO

Authors Xiao Rong Yang, Ke-Ang Fu, Wei Huang

Publication date 16 July 2013

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-013-1591-8

zbMATH Keywords

Banach spacegeometrically weighted seriesnonclassical law of the iterated logarithm

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• A NONCLASSICAL LAW OF THE ITERATED LOGARITHM FOR I.I.D. SQUARE INTEGRABLE RANDOM VARIABLES
• A NONCLASSICAL LAW OF THE ITERATED LOGARITHM FOR I.I.D. SQUARE INTEGRABLE RANDOM VARIABLES. II
• A Nonclassical Law of the Iterated Logarithm for Functions of Negatively Associated Random Variables
• A law of the iterated logarithm for geometrically weighted martingale difference sequences
• A law of the iterated logarithm for geometrically weighted series of negatively associated random variables.
• A law of the iterated logarithm for random geometric series
• A nonclassical law of the iterated logarithm for functions of positively associated random variables
• Characterization of LIL behavior in Banach space
• Gaussian approximation of local empirical processes indexed by functions
• General one-sided laws of the iterated logarithm
• Strong approximation theorems for geometrically weighted random series and their applications
• Towards a universal self-normalized moderate deviation

Cited in

(2)

• A self-normalized law of the iterated logarithm for the geometrically weighted random series
• Generalized LIL for geometrically weighted random series in Banach spaces

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