A general LIL for B-valued geometrically weighted series under dependent assumption

被引：0
|
作者：
Fu, K. -A. [1 ]
机构：
[1] Zhejiang Gongshang Univ, Sch Math & Stat, Hangzhou 310018, Zhejiang, Peoples R China
来源：
ACTA MATHEMATICA HUNGARICA | 2011年 / 133卷 / 04期
基金：
中国国家自然科学基金;
关键词：
law of the iterated logarithm; geometrically weighted series; type 2 Banach space; psi-mixing; SURE INVARIANCE-PRINCIPLES; ITERATED LOGARITHM; APPROXIMATION THEOREMS; MIXING SEQUENCES; LAW; BEHAVIOR;
D O I：
10.1007/s10474-011-0146-7
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Let {X, X-n; n >= 0} be a sequence of identically distributed.psi-mixing dependent random variables taking values in a type 2 Banach space B with topological dual B*. Considering the geometrically weighted series xi(beta) = Sigma(infinity)(n=0)beta X-n(n) for 0 < beta < 1, a general law of the iterated logarithm for xi(beta) is obtained without second moment.
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页码：311 / 323
页数：13
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