Self-normalized Wittmann's laws of iterated logarithm in Banach space

For a sequence of independent symmetric Banach space valued random variables {Xn,n[greater-or-equal, slanted]1}, we obtain the self-normalized Wittmann's law of iterated logarithm (LIL) and give the upper bound for the non-random constant.

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Year of publication:	2007
Authors:	Deng, Dianliang
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 6, p. 632-643
Publisher:	Elsevier
Keywords:	Banach space Law of iterated logarithm Rademacher series Self-normalizer Symmetric random variables

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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