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A general LIL for B-valued geometrically weighted series under dependent assumption.

Authors :
Fu, Ke-Ang
Source :
Acta Mathematica Hungarica. Dec2011, Vol. 133 Issue 4, p311-323. 13p.
Publication Year :
2011

Abstract

Let { X, X; n≧0} be a sequence of identically distributed ψ-mixing dependent random variables taking values in a type 2 Banach space B with topological dual B. Considering the geometrically weighted series $\xi(\beta)= \sum_{n=0}^{\infty}\beta^{n}X_{n}$ for 0< β<1, a general law of the iterated logarithm for ξ( β) is obtained without second moment. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02365294
Volume :
133
Issue :
4
Database :
Academic Search Index
Journal :
Acta Mathematica Hungarica
Publication Type :
Academic Journal
Accession number :
67032042
Full Text :
https://doi.org/10.1007/s10474-011-0146-7