指标在Tθd上变动的B-值I.I.D.R.V.’S的叠对数律

THE LAW OF THE ITERATED LOGARITHM FOR B-VALUED I. I. D. R. V.’ S INDEXED BY Tθd

  • 摘要:B是可分Banach空间,XB-值随机变量,\mathbbN^d=\left\\barn=n_1, \cdots, n_d\right) ; ni=1,2,…,i=1,…,d,T_\theta^d=\left\\barn \in \mathbbN^d ; \barn=\left(n_1, \cdots, n_d\right)\right.,θninyθ-1n4,ij,i,j=1,…,d,其中d≥2,0<θ<1,本文研究指标在Tθd上变动的B-值i. i. d. r. v. ’s的四种类型的叠对数律(即BLIL(θ,α)1,BLIL(θ,d)2,CLIL(θ.D)1GLIL(θ,d)2,获得了XBLIL(θ,α)1XBLIL(θ,d)2XCLIL(θ.D)1XGLIL(θ,d)2的充要条件。

     

    Abstract: Let B be a real separable Banach space and X a B-valued random variable. Set \mathbbN^d=\left\\barn=n_1, \cdots, n_d\right) ; ni=1,2,…,i=1,…,d andT_\theta^d=\left\\barn \in \mathbbN^d ; \barn=\left(n_1, \cdots, n_d\right)\right.,θninyθ-1n4,ij,i,j=1,…,d, where d≥2 and 0<θ<1. In this paper, we discuss four forms of the LIL for B-valued i.i.d.r.v.’ s indexed by Tθi (i.e. BLIL(θ,α)1,BLIL(θ,d)2,CLIL(θ.D)1andGLIL(θ,d)2) and obtain necessary and sufficient conditions for X to satisfy, respectively, BLIL(θ,α)1,BLIL(θ,d)2,CLIL(θ.D)1andGLIL(θ,d)2.

     

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