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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 2, Pages 399–407
(Mi tvp2874)
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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
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
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https://www.mathnet.ru/eng/tvp2874 https://www.mathnet.ru/eng/tvp/v24/i2/p399
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