A LIL for independent non-identically distributed random variables in Banach space and its applications

被引：0

作者：

WeiDong Liu

KeAng Fu

LiXin Zhang

机构：

[1] Zhejiang University,Department of Mathematics

来源：

Science in China Series A: Mathematics | 2008年 / 51卷

关键词：

law of the iterated logarithm; independent random variable; autoregressive Hilbertian processes; covariance operator; 60F15;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, we prove a general law of the iterated logarithm (LIL) for independent non-identically distributed B-valued random variables. As an interesting application, we obtain the law of the iterated logarithm for the empirical covariance of Hilbertian autoregressive processes.

引用

页码：219 / 232

页数：13

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