2001•Chinese Journal of Applied Probability and StatistiesRequires access
An Example of the Weighted Sum of Independent B-Valued Random Elements no Satisfying the LIL
Qi’an Guan, X Yanc
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Abstract
In this paper, we give am example which show the law of iterated logarithm for the weighted sum of independent B-valued random elements is not true in general moment condition. Further, we prove that the law of iterated logarithm for the weighted sum of independent B-valued random elements is not true when order of norm moment for random element is less than 2.