ESAIM: Probability and Statistics

Research Article

On the bounded laws of iterated logarithm in Banach space

Deng, Dianliang

Department of Mathematics and Statistics, University of Regina, 3737 Wascana Parkway, Regina, SK, S4S 0A2 Canada; deng@math.uregina.ca

Abstract

In the present paper, by using the inequality due to Talagrand's isoperimetric method, several versions of the bounded law of iterated logarithm for a sequence of independent Banach space valued random variables are developed and the upper limits for the non-random constant are given.

(Received March 26 2004)

(Online publication November 15 2005)

Key Words:

  • Banach space;
  • bounded law of iterated logarithm;
  • isoperimetric inequality;
  • rademacher series;
  • self-normalizer.

Mathematics Subject Classification:

  • 60F05;
  • 60B12;
  • 60F99
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