Sequential Compactness of Certain Sequences of Gaussian Random Variables with Values in $C\lbrack 0, 1 \rbrack$
Mangano, Gian-Carlo
Ann. Probab., Tome 4 (1976) no. 6, p. 902-913 / Harvested from Project Euclid
Let $(X_n(t): t \in \lbrack 0, 1 \rbrack, n \geqq 1)$ be a sequence of Gaussian processes with mean zero and continuous paths on [0, 1] a.s. Let $R_n(t, s) = EX_n(t)X_n(s)$ and suppose that $(R_n: n \geqq 1)$ is uniformly convergent, on the unit square, to a covariance function $R$. It is shown in this paper that under certain conditions the normalized sequence $(Y_n(t): t \in \lbrack 0, 1 \rbrack, n \geqq 2)$ where $Y_n(t) = (2\lg n)^{-\frac{1}{2}}X_n(t)$ is, with probability one, a sequentially compact subset of $C\lbrack 0, 1 \rbrack$ and its set of limit points coincides a.s. with the unit ball in the reproducing kernel Hilbert space generated by $R$. This is Strassen's form of the iterated logarithm in its intrinsic formulation and includes a special case studied by Oodaira in a recent paper.
Publié le : 1976-12-14
Classification:  Sequential compactness,  Gaussian processes,  reproducing kernel Hilbert spaces,  the law of the iterated logarithm,  60F15,  60G15
@article{1176995935,
     author = {Mangano, Gian-Carlo},
     title = {Sequential Compactness of Certain Sequences of Gaussian Random Variables with Values in $C\lbrack 0, 1 \rbrack$},
     journal = {Ann. Probab.},
     volume = {4},
     number = {6},
     year = {1976},
     pages = { 902-913},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995935}
}
Mangano, Gian-Carlo. Sequential Compactness of Certain Sequences of Gaussian Random Variables with Values in $C\lbrack 0, 1 \rbrack$. Ann. Probab., Tome 4 (1976) no. 6, pp.  902-913. http://gdmltest.u-ga.fr/item/1176995935/