Unusual Cluster Sets for the LIL Sequence in Banach Space
Alexander, Kenneth S.
Ann. Probab., Tome 17 (1989) no. 4, p. 1170-1185 / Harvested from Project Euclid
Let $S_n = X_1 + \cdots + X_n$, where $X_1, X_2, \cdots$ are iid Banach-space-valued random variables with weak mean 0 and weak second moments. Let $K$ be the unit ball of the reproducing kernel Hilbert space associated to the covariance of $X$. The cluster set $A$ of $\{S_n/(2n \log \log n)^{1/2}\}$ is known to be a.s. either empty or have form $\alpha K$, with $0 \leq \alpha \leq 1$ determined by a series condition. To show that this series condition is a complete characterization of $A$, examples are given to show that all $\alpha \in \lbrack 0, 1)$ do occur; $A = \phi$ and $\alpha = 1$ are already known possibilities. A regularity condition is given under which $A$ must be either $\phi$ or $K$. Under stronger moment conditions, a natural necessary and sufficient condition for $A = \phi$ is given.
Publié le : 1989-07-14
Classification:  Law of the iterated logarithm,  cluster set,  Banach-space-valued random variables,  60B12,  60F15
@article{1176991263,
     author = {Alexander, Kenneth S.},
     title = {Unusual Cluster Sets for the LIL Sequence in Banach Space},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 1170-1185},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991263}
}
Alexander, Kenneth S. Unusual Cluster Sets for the LIL Sequence in Banach Space. Ann. Probab., Tome 17 (1989) no. 4, pp.  1170-1185. http://gdmltest.u-ga.fr/item/1176991263/