首页 | 本学科首页   官方微博 | 高级检索  
     


Generalized LIL for geometrically weighted random series in Banach spaces
Authors:Ke-Ang Fu
Affiliation:School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou 310018, China
Abstract:Let {X,Xn;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 ξ(β)=n=0βnXn for 0<β<1, motivated by Einmahl and Li (2005, 2008), a general law of the iterated logarithm for ξ(β) is established.
Keywords:
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号