Mesures majorantes et loi du logarithme itéré pour les variables aléatoires sous-gaussiennes

Bernard Heinkel

Journal of Multivariate Analysis, 1983, vol. 13, issue 2, 353-360

Abstract: It is shown that for the elements X of a large class of subgaussian random variables with values in (C(S), ·[infinity]) the existence of a probability measure [lambda] on S such that: (where [psi] denotes the inverse function of x --> exp x2L2x) is sufficient to imply that X satisfies the law of the iterated logarithm.

Keywords: Majorizing; measures; law; of; the; iterated; logarithm; subgaussian; random; variables (search for similar items in EconPapers)
Date: 1983
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