| A LIL for independent non-identically distributed random variables in Banach space and its applications |
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| 作者单位： | LIU WeiDong FU KeAng ZHANG LiXin~ Department of Mathematics，Zhejiang University，Hangzhou 310027，China |
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| 摘 要： | In this paper,we prove a general law of the iterated logarithm (LIL) for independent non-identically distributed B-valued random variables.As an interesting application,we obtain the law of the iterated logarithm for the empirical covariance of Hilbertian autoregressive processes.
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| 收稿时间： | 20 November 2006 |
| 修稿时间： | 6 September 2007 |
A LIL for independent non-identically distributed random variables in Banach space and its applications |
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| Authors: | Liu WeiDong Fu KeAng and Zhang LiXin |
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| Institution: | (1) Department of Mathematics, Zhejiang University, Hangzhou, 310027, China |
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| Abstract: | In this paper,we prove a general law of the iterated logarithm (LIL) for independent non-identically distributed B-valued random variables.As an interesting application,we obtain the law of the iterated logarithm for the empirical covariance of Hilbertian autoregressive processes. |
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| Keywords: | law of the iterated logarithm independent random variable autoregressive Hilbertian processes covariance operator |
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