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NOTE ON WEAK CONVERGENCE, LARGE DEVIATIONS, AND THE BOUNDED APPROXIMATION PROPERTY.

Authors :
VARRON, D.
Source :
Theory of Probability & Its Applications. 2015, Vol. 59 Issue 1, p70-86. 17p.
Publication Year :
2015

Abstract

Given a Banach space (E, ∥ · ∥ ) having the bounded approximation property, we provide a paradigm that can be used to establish large deviation principles for sequences of random elements (Xn)n≧1 taking values in E. A similar paradigm is given to establish weak convergence of (Xn)n≧1 to a tight Borel measure in (E,∥ · ∥). We then make use of these tools to establish a functional limit law of the iterated logarithm for the smoothed empirical process in Hölder topology. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0040585X
Volume :
59
Issue :
1
Database :
Academic Search Index
Journal :
Theory of Probability & Its Applications
Publication Type :
Academic Journal
Accession number :
109267311
Full Text :
https://doi.org/10.1137/S0040585X97986941