z-logo
open-access-imgOpen Access
A RANDOM WALK AND ITS LIL IN A BANACH SPACE
Author(s) -
Mou-Hsiung Chang
Publication year - 1978
Publication title -
bulletin of mathematical statistics
Language(s) - English
Resource type - Journals
ISSN - 0007-4993
DOI - 10.5109/13125
Subject(s) - mathematics , banach space , random walk , space (punctuation) , pure mathematics , computer science , statistics , operating system
Let an : n 1} be a sequence of i.i.d. Banach space valued random variables with E[X„]=0 and Ell X.112<00, and let So=0, Sn= XiF X2+ . . . + Xn, n 1. We prove that if {Sn : n_. 1} satisfies the LIL in B then the sequence {77,, : n .1} satisfies the LIL in C([0, 1], B), where 77n(t)=S[nt]+ (nt—[nt]) X[nt]-14, Ot51 and C([°, 1], B) --={ f : [0, 1] ----. BI f is continuous}. We also use this result to give an alternative to the proof of the LIL of Brownian motion in Banach spaces.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.
Having issues? You can contact us here
Accelerating Research

Address

John Eccles House
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom