Unusual cluster sets for the LIL sequence in Banach space (Q909327)
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scientific article; zbMATH DE number 4137078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unusual cluster sets for the LIL sequence in Banach space |
scientific article; zbMATH DE number 4137078 |
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Unusual cluster sets for the LIL sequence in Banach space (English)
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1989
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Let \(S_ n=X_ 1+...+X_ n\) be a sum of i.i.d. Banach space valued random variables with mean 0 and weak second moment. Let K be the unit ball of the reproducing kernel Hilbert space associated to the covariance of \(X_ 1\). Let A be the cluster set of \(\{S_ n/(2n \log \log n)^{1/2}\}.\) The main result says that for each \(\alpha\in [0,1)\) there exists \(C_ 0\)-valued random variables such that \(A=\alpha K\) a.s. Under strong second moment conditions a necessary and sufficient condition for \(A=\Phi\) is given.
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law of iterated logarithm
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cluster set
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Banach space valued random variables
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reproducing kernel Hilbert space
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