The Annals of Probability

Characterization of the Cluster Set of the LIL Sequence in Banach Space

Kenneth S. Alexander

Full-text: Open access

Abstract

Let $S_n = X_1 + \cdots + X_n$, where $X_1, X_2, \ldots$ are iid Banach-space-valued random variables with weak mean 0 and weak second moments. Let $K$ be the unit ball of the reproducing kernel Hilbert space associated to the covariance of $X$. We show that the cluster set of $\{S_n/(2n \log \log n)^{1/2}\}$ either is empty or has the form $\alpha K$, where $0 \leq \alpha \leq 1$. A series condition is given which determines the value of $\alpha$. In a companion paper, examples are given to show that all $\alpha \in \lbrack 0, 1 \rbrack$ do occur.

Article information

Source
Ann. Probab., Volume 17, Number 2 (1989), 737-759.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176991424

Digital Object Identifier
doi:10.1214/aop/1176991424

Mathematical Reviews number (MathSciNet)
MR985387

Zentralblatt MATH identifier
0679.60006

JSTOR
links.jstor.org

Subjects
Primary: 60B12: Limit theorems for vector-valued random variables (infinite- dimensional case)
Secondary: 60F15: Strong theorems

Keywords
Law of the iterated logarithm cluster set Banach-space-valued random variables

Citation

Alexander, Kenneth S. Characterization of the Cluster Set of the LIL Sequence in Banach Space. Ann. Probab. 17 (1989), no. 2, 737--759. doi:10.1214/aop/1176991424. https://projecteuclid.org/euclid.aop/1176991424


Export citation