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

作　　者：LIU WeiDong FU KeAng ZHANG LiXin 

机构地区：[1]Department of Mathematics,Zhejiang University,Hangzhou 310027,China

出　　处：《Science China Mathematics》2008年第2期219-232,共14页中国科学：数学（英文版）

基　　金：the National Natural Science Foundation of China (Grant Nos.10671176,10771192)

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.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.

关 键 词：law of the iterated logarithm independent random variable autoregressive Hilbertian processes covariance operator 60F15 

分 类 号：O177.2[理学—数学]