Self-normalized Wittmann's laws of iterated logarithm in Banach space

Dianliang Deng

Statistics & Probability Letters, 2007, vol. 77, issue 6, 632-643

Abstract: For a sequence of independent symmetric Banach space valued random variables {Xn,n[greater-or-equal, slanted]1}, we obtain the self-normalized Wittmann's law of iterated logarithm (LIL) and give the upper bound for the non-random constant.

Keywords: Banach; space; Law; of; iterated; logarithm; Rademacher; series; Self-normalizer; Symmetric; random; variables (search for similar items in EconPapers)
Date: 2007
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