One moment estimate for the supremum of normalized sums in the law of the iterated logarithm

Authors

  • I. K. Matsak (Київ. нац. ун-т iм. Т. Шевченка)
  • A. M. Plichko

Abstract

For a sequence of independent random elements in a Banach space, we obtain an upper bound for moments of the supremum of normalized sums in the law of the iterated logarithm by using an estimate for moments in the law of large numbers. An example of their application to the law of the iterated logarithm in Banach lattices is given.

Published

25.05.2006

Issue

Section

Research articles

How to Cite

Matsak, I. K., and A. M. Plichko. “One Moment Estimate for the Supremum of Normalized Sums in the Law of the Iterated Logarithm”. Ukrains’kyi Matematychnyi Zhurnal, vol. 58, no. 5, May 2006, pp. 653–665, https://umj.imath.kiev.ua/index.php/umj/article/view/3483.