A nonclassical LIL for geometrically weighted series in Banach space |
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Authors: | Ke Ang Fu Xiao Rong Yang Wei Huang |
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Institution: | 1. School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, 310018, P. R. China 2. Department of Mathematics, Zhejiang University, Hangzhou, 310027, P. R. China
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Abstract: | Let {X,X n ; n ≥ 0} be a sequence of independent and identically distributed random variables, taking values in a separable Banach space (B,‖ · ‖) with topological dual B*. Considering the geometrically weighted series $\xi (\beta ) = \sum\nolimits_{n = 0}^\infty {\beta ^n X_n } $ for 0 < β < 1, and a sequence of positive constants {h(n), n ≥ 1}, which is monotonically approaching infinity and not asymptotically equivalent to log log n, a limit result for $\frac{{\sqrt {1 - \beta ^2 } \left\| {\xi (\beta )} \right\|}} {{\sqrt {2h(1/(1 - \beta ^2 ))} }} $ is achieved. |
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Keywords: | Banach space geometrically weighted series nonclassical law of the iterated logarithm |
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