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.
基金
the Natural Sciences and Engineering Research Council of Canada