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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 4, Pages 760–763
(Mi tvp2223)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On sums of random variables with values in a Hilbert space
E. R. Vvedenskaya
Abstract:
Let $H$ be a separable Hilbert space and $X1,X2,\dots$ be a sequence of independent random vectors identically and symmetrically distributed in $H$ such that $\mathbf P\{\|X_1\|>0\}>0$. Let $S_n=X_1+\dots+X_n$ and
$$
\gamma_n(\alpha)=\inf\{R:\,\mathbf P\{\|S_n\|\le R\}\ge\alpha\},\qquad 0<\alpha<1.
$$
We prove that if $\mathbf E\|X_1\|=\infty$ then
$$
\mathbf P\{\limsup_{n\to\infty}\|S_n\|/\gamma_n(\alpha)=\infty\}=1.
$$
In the finite-dimensional case the last equality is valid without any additional conditions as it follows from [4].
Received: 28.06.1983
Citation:
E. R. Vvedenskaya, “On sums of random variables with values in a Hilbert space”, Teor. Veroyatnost. i Primenen., 28:4 (1983), 760–763; Theory Probab. Appl., 28:4 (1984), 797–800
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