Abstract
There exists a sequence of i.i.d. random variables taking values in the infinite dimensional Banach space $c_0$ satisfying the law of the iterated logarithm and failing to obey the central limit theorem.
Citation
J. Kuelbs. "A Counterexample for Banach Space Valued Random Variables." Ann. Probab. 4 (4) 684 - 689, August, 1976. https://doi.org/10.1214/aop/1176996039
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