Wittmann's Law of Iterated Logarithm for Tail Sums of B-Valued Random Variables
D. Deng ()
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D. Deng: University of Regina
Journal of Theoretical Probability, 2004, vol. 17, issue 2, 367-385
Abstract:
Abstract We present an analogue of Wittmann's law of iterated logarithm (LIL) for tail sums of independent B-valued random variables by using the isoperimetric method and give the precise value of the upper limit for the LIL for tail sums.
Keywords: Banach space; isoperimetric methods; law of iterated logarithm; tail sums (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1023/B:JOTP.0000020699.72759.c2
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