In the present paper, by using the inequality due to Talagrand's isoperimetric method, several versions of the bounded law of iterated logarithm for a sequence of independent Banach space valued random variables are developed and the upper limits for the non-random constant are given.
Keywords: Banach space, bounded law of iterated logarithm, isoperimetric inequality, Rademacher series, self-normalizer
@article{PS_2005__9__19_0,
author = {Deng, Dianliang},
title = {On the bounded laws of iterated logarithm in {Banach} space},
journal = {ESAIM: Probability and Statistics},
pages = {19--37},
year = {2005},
publisher = {EDP Sciences},
volume = {9},
doi = {10.1051/ps:2005002},
mrnumber = {2148959},
zbl = {1136.60314},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ps:2005002/}
}
Deng, Dianliang. On the bounded laws of iterated logarithm in Banach space. ESAIM: Probability and Statistics, Tome 9 (2005), pp. 19-37. doi: 10.1051/ps:2005002
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