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

被引:0
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作者
Ke-Ang Fu
机构
[1] Zhejiang Gongshang University,School of Statistics and Mathematics
来源
Acta Mathematica Hungarica | 2011年 / 133卷
关键词
law of the iterated logarithm; geometrically weighted series; type 2 Banach space; -mixing; 60F15; 60G50;
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摘要
Let {X,Xn; n≧0} be a sequence of identically distributed ψ-mixing dependent random variables taking values in a type 2 Banach space B with topological dual B∗. Considering the geometrically weighted series \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\xi(\beta)= \sum_{n=0}^{\infty}\beta^{n}X_{n}$\end{document} for 0<β<1, a general law of the iterated logarithm for ξ(β) is obtained without second moment.
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