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On the Relationship Between the Baum-Katz-Spitzer Complete Convergence Theorem and the Law of the Iterated Logarithm

On the Relationship Between the Baum-Katz-Spitzer Complete Convergence Theorem and the Law of the Iterated Logarithm
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摘要 For a sequence of i.i.d. Banach space-valued random variables {Xn; n ≥ 1} and a sequence of positive constants {an; n ≥ 1}, the relationship between the Baum-Katz-Spitzer complete convergence theorem and the law of the iterated logarithm is investigated. Sets of conditions are provided under which (i) lim sup n→∞ ||Sn||/an〈∞ a.s.and ∞ ∑n=1(1/n)P(||Sn||/an ≥ε〈∞for all ε 〉 λ for some constant λ ∈ [0, ∞) are equivalent;(ii) For all constants λ ∈ [0, ∞),lim sup ||Sn||/an =λ a.s.and ^∞∑ n=1(1/n) P(||Sn||/an ≥ε){〈∞, if ε〉λ =∞,if ε〈λare equivalent. In general, no geometric conditions are imposed on the underlying Banach space. Corollaries are presented and new results are obtained even in the case of real-valued random variables. For a sequence of i.i.d. Banach space-valued random variables {Xn; n ≥ 1} and a sequence of positive constants {an; n ≥ 1}, the relationship between the Baum-Katz-Spitzer complete convergence theorem and the law of the iterated logarithm is investigated. Sets of conditions are provided under which (i) lim sup n→∞ ||Sn||/an〈∞ a.s.and ∞ ∑n=1(1/n)P(||Sn||/an ≥ε〈∞for all ε 〉 λ for some constant λ ∈ [0, ∞) are equivalent;(ii) For all constants λ ∈ [0, ∞),lim sup ||Sn||/an =λ a.s.and ^∞∑ n=1(1/n) P(||Sn||/an ≥ε){〈∞, if ε〉λ =∞,if ε〈λare equivalent. In general, no geometric conditions are imposed on the underlying Banach space. Corollaries are presented and new results are obtained even in the case of real-valued random variables.
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2007年第4期599-612,共14页 数学学报(英文版)
基金 the Natural Sciences and Engineering Research Council of Canada
关键词 partial sums of i.i.d. Banach space-valued random variables Baum-Katz-Spitzer complete convergence theorem law of the iterated logarithm almost sure convergence partial sums of i.i.d. Banach space-valued random variables, Baum-Katz-Spitzer complete convergence theorem, law of the iterated logarithm, almost sure convergence
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