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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 2, Pages 399–407 (Mi tvp2874)  

This article is cited in 20 scientific papers (total in 20 papers)

Short Communications

On the law of iterated logarithm in Chung's form for functional spaces

A. A. Mogul'skiĭ

Novosibirsk
Abstract: Let $(X_n)$ be a sequence of independent identically distributed random vectors in a Banach space $(B,\|\cdot\|)$. The paper deals with the following form of the law of iterated logarithm in $B$: with probability 1
$$ \liminf_{n\to\infty}\frac{\|X_1+\dots+X_n\|}{\sqrt n}\Lambda(\ln\ln n)=1. $$
For example, let $F_n(t)$ be the empirical distribution function for a random sample $(x_1,\dots,x_n)$, $\mathbf P\{x_i<t\}=t\ (0\le t\le 1)$,
$$ K_n=\sup_{0\le t\le 1}|F_n(t)-t|,\qquad \omega_n^2=\int_0^1(F_n(t)-t)^2\,dt. $$
Then with probability 1
\begin{gather*} \liminf_{n\to\infty}K_n\sqrt{n\ln\ln n}=\pi/\sqrt 8, \\ \liminf_{n\to\infty}\omega_n\sqrt{n\ln\ln n}=1/\sqrt 8. \end{gather*}
Received: 22.03.1977
English version:
Theory of Probability and its Applications, 1979, Volume 24, Issue 2, Pages 405–413
DOI: https://doi.org/10.1137/1124046
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. A. Mogul'skiǐ, “On the law of iterated logarithm in Chung's form for functional spaces”, Teor. Veroyatnost. i Primenen., 24:2 (1979), 399–407; Theory Probab. Appl., 24:2 (1979), 405–413
Citation in format AMSBIB
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\by A.~A.~Mogul'ski{\v\i}
\paper On the law of iterated logarithm in Chung's form for functional spaces
\jour Teor. Veroyatnost. i Primenen.
\yr 1979
\vol 24
\issue 2
\pages 399--407
\mathnet{http://mi.mathnet.ru/tvp2874}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=532454}
\zmath{https://zbmath.org/?q=an:0398.60031}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 24
\issue 2
\pages 405--413
\crossref{https://doi.org/10.1137/1124046}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979KK64200015}
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  • https://www.mathnet.ru/eng/tvp/v24/i2/p399
  • This publication is cited in the following 20 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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