Characterization of LIL behavior in Banach space

Details Characterization of LIL behavior in Banach space Characterization of LIL behavior in Banach space

2006-08-28

arxiv.org/abs/math/0608687v2

Mathematics

Probability

The Fuk-Nagaev inequality and he upper/ lower bound in Theorem 5 have been improved

Scientific paper

In a recent paper by the authors a general result characterizing two-sided
LIL behavior for real valued random variables has been established. In this
paper, we show that there are analogous results in the Banach space setting.
One of our main new tools is an improved Fuk-Nagaev type inequality in Banach
space which should be of independent interest.

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