Precise rates in the law of the logarithm in the Hilbert space

被引:24
作者
Huang, W [1 ]
Zhang, LX
机构
[1] Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada
[2] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China
基金
加拿大自然科学与工程研究理事会; 中国国家自然科学基金;
关键词
complete convergence; tail probabilities of sums of i.i.d. random variables; the law of the logarithm; strong approximation;
D O I
10.1016/j.jmaa.2004.09.052
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let {X, X-n; n >= 1} be a sequence of i.i.d. randorn variables taking values in a real separable Hilbert space (H, parallel to (.) parallel to) with covariance operator Sigma, and set S-n = X-l + (. . .) + X-n, n > 1. Let a(n) = o(root n/log n). We prove that, for any 1 < r < 3/2 and a > -d/2, lim(epsilon SE arrow root r-1) [epsilon(2) - (r - 1)](a+d/2) Sigma(infinity)(n=1)n(r-2)(log n)P-a{parallel to Sn parallel to >= sigma phi (n)epsilon + a(n)} =Gamma(-1)(d/2) K (Sigma) (r - 1)((d-2)/2) Gamma(a + d/2) holds if EX = 0, E[ parallel to X parallel to(2r) (log parallel to X parallel to)(a-4)] < infinity. (c) 2004 Elsevier Inc. All rights reserved.
引用
收藏
页码:734 / 758
页数:25
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