Generalized LIL for geometrically weighted random series in Banach spaces

DOI10.1016/j.jmaa.2011.11.052zbMath1238.60007OpenAlexW1984847132MaRDI QIDQ662095

Ke Ang Fu

Publication date: 11 February 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.11.052

zbMATH Keywords

law of the iterated logarithmBanach spacegeometrically weighted seriesregularly varying functioni.i.d. random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (1)

A note on the Chover-type law of the iterated logarithm for the weighted partial sums of \(\alpha\)-mixing sequences

Cites Work

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• A law of the iterated logarithm for geometrically weighted martingale difference sequences
• Strong approximation theorems for geometrically weighted random series and their applications
• A law of the iterated logarithm for random geometric series
• Some results on two-sided LIL behavior
• Characterization of LIL behavior in Banach space

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