scientific article; zbMATH DE number 19583

[For the entire collection see Zbl 0733.00018.] Let \(X,X_ 1,X_ 2,\dots\) be a sequence of i.i.d. r.v.s with values in a separable Banach space \(E\); and we denote \(S_ n(X)=X_ 1+\dots+X_ n\), \(n\geq 1\), \(a(n)=\sqrt {2n \log \log n}\), \(n\geq 3\). From the reduction theorem of \textit{M. Ledoux} and \textit{M. Talagrand} [Ann. Probab. 16, No. 3, 1242-1264 (1988; Zbl 0662.60008)] we obtain a sufficient condition regarding \(X\) only (instead of \(S_ n(X)\)) and \(E\) to ensure the bounded or the compact LIL. For any \(p\geq 1\), we put \(a_ p=a(2^ p)\) and we consider the following homogeneous pseudo-metrics \(d_ p(f,g)=\|\langle X^{(p)},f-g\rangle\|_{\Phi_ 2,P_ X}\), where \(X^{(p)}=X.I(\| X\|\leq a_ p)\), and \(\phi_ 2(x)=e^{x^ 2}-1\). Let also for any integer \(p\geq 1\), \[ \begin{aligned} B_ p &= \{f\in E':\;d_ p(0,f)\leq 1\},\\ \mu_ p &=\inf_{\mu\in M^ +_ 1(B_ p)}\sup_{f\in B_ p}\int^ 1_ 0 (1/\mu(B_{d_ p}(f,u)))du,\hbox{ where } B_{d_ p}(f,u)=f+\{g:\;d_ p(0,g)\leq u\},\\ \Delta_ p &= \sup\{d_ p(0,f),\;f\in E_ 1'\}.\\ \end{aligned} \] Then, in order that \(X\) satisfies the CLIL, it is sufficient that the conditions (i) \(E(\| X\|^ 2/\log \log\| X\|)<\infty\), (ii) \(\{\langle X,f\rangle^ 2,\;f\in E_ 1\}\) is uniformly integrable, (iii) \(\limsup_{p\to\infty}\Delta_ p \mu^ 2_ p/\sqrt {\log p} =0\) are fulfilled. A similar statement for the BLIL is given.

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