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.
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