B值独立随机变量序列的有界重对数律

BOUNDED LAW OF THE ITERATED LOGARITHM FOR A SEQUENCE OF INDEPENDENT B-VALUED RANDOM VARIABLES

  • Abstract: In this article, the bounded law of iterated logarithm for Banach space valued variables is discussed and four theorems are pregented. In particular, by some exponential inequalities Rainer Wittmann’s result is extended, i. e., that bounded law of the iterated logarithm holds for a sequence of independent, zero mean B-valued random variables Vn is shown provided (i) Sn/an is stochastically bounded, (ii) \sum_n=1^\infty a_n^-(2+\alpha) E\left\|V_n\right\|^2+\alpha<\infty \quad for 0 \leqslant \alpha \leqslant 1 (iii) \lim B_n=\infty, where S_n=\sum_i=1^n V_i, B_n=\left(\sum_j=1^n E\left\|V_l\right\|^2\right)^1 / 2, a_n=\left(2 B_n^2 \log _a B_n^2\right)^1 / 3 .

     

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