The Law of the Iterated Logarithm for $B$-Valued Random Variables with Multidimensional Indices
Li, Deli ; Wu, Zhiquan
Ann. Probab., Tome 17 (1989) no. 4, p. 760-774 / Harvested from Project Euclid
Given independent identically distributed random variables $\{X, X_{\bar{n}}; \bar{n} \in \mathbb{N}^d\}$ indexed by $d$-tuples of positive integers and taking values in a separable Banach space $B$ we approximate the rectangular sums $\{\sum_{\bar{k}} \leq \bar{n} X_{\bar{k}}; \bar{n} \in \mathbb{N}^d\}$ by a Brownian sheet and obtain necessary and sufficient conditions for $X$ to satisfy, respectively, the bounded, compact and functional law of the iterated logarithm when $d \geq 2$. These results improve, in particular, the previous work by Morrow [17].
Publié le : 1989-04-14
Classification:  Law of the iterated logarithm,  Brownian sheet,  pre-Gaussian,  central limit theorem,  60B12,  60F15
@article{1176991425,
     author = {Li, Deli and Wu, Zhiquan},
     title = {The Law of the Iterated Logarithm for $B$-Valued Random Variables with Multidimensional Indices},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 760-774},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991425}
}
Li, Deli; Wu, Zhiquan. The Law of the Iterated Logarithm for $B$-Valued Random Variables with Multidimensional Indices. Ann. Probab., Tome 17 (1989) no. 4, pp.  760-774. http://gdmltest.u-ga.fr/item/1176991425/