Generalized LIL for geometrically weighted random series in Banach spaces
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Publication:662095
DOI10.1016/j.jmaa.2011.11.052zbMath1238.60007MaRDI QIDQ662095
Publication date: 11 February 2012
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.11.052
law of the iterated logarithm; Banach space; geometrically weighted series; regularly varying function; i.i.d. random variables
60G50: Sums of independent random variables; random walks
60F15: Strong limit theorems
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
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Cites Work
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- A law of the iterated logarithm for geometrically weighted martingale difference sequences
- Strong approximation theorems for geometrically weighted random series and their applications
- A law of the iterated logarithm for random geometric series
- Some results on two-sided LIL behavior
- Characterization of LIL behavior in Banach space