There exists a sequence of i.i.d. random variables taking values in the infinite dimensional Banach space $c_0$ satisfying the law of the iterated logarithm and failing to obey the central limit theorem.
Publié le : 1976-08-14
Classification:
Banach space valued random variables,
sums of independent random variables,
central limit theorem,
law of the iterated logarithm,
60B10,
60G15
@article{1176996039,
author = {Kuelbs, J.},
title = {A Counterexample for Banach Space Valued Random Variables},
journal = {Ann. Probab.},
volume = {4},
number = {6},
year = {1976},
pages = { 684-689},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996039}
}
Kuelbs, J. A Counterexample for Banach Space Valued Random Variables. Ann. Probab., Tome 4 (1976) no. 6, pp. 684-689. http://gdmltest.u-ga.fr/item/1176996039/