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