LIL and the Approximation of Rectangular Sums of B-valued Random Variables when Extreme Terms are Excluded

被引:0
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作者
Li Xin Zhang
机构
[1] Zhejiang University,Department of Mathematics Xixi Campus
来源
Acta Mathematica Sinica | 2002年 / 18卷
关键词
Strong approximation; Trimmed sums; The law of iterated logarithm; 60F15;
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摘要
Let {X,Xn̄; n̄ ∈ ℕd} be a field of i.i.d. random variables indexed by d-tuples of positive integers and taking values in a Banach space \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {\user1{\mathcal{B}}} $$\end{document} and let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ X^{{{\left( r \right)}}}_{{\ifmmode\expandafter\bar\else\expandafter\=\fi{n}}} = X_{{\ifmmode\expandafter\bar\else\expandafter\=\fi{m}}} \;{\text{if}}\;{\left\| {X_{{\ifmmode\expandafter\bar\else\expandafter\=\fi{m}}} } \right\|} $$\end{document} is the r-th maximum of {∥Xk̄∥ ; k̄ ≤ n̄}. Let Sn̄ =∑k̄ ≤ nXk̄ and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ {}^{{{\left( r \right)}}}S_{{\ifmmode\expandafter\bar\else\expandafter\=\fi{n}}} = S_{{\ifmmode\expandafter\bar\else\expandafter\=\fi{n}}} - {\left( {X^{{{\left( 1 \right)}}}_{{\ifmmode\expandafter\bar\else\expandafter\=\fi{n}}} + \cdots + X^{{{\left( r \right)}}}_{{\ifmmode\expandafter\bar\else\expandafter\=\fi{n}}} } \right)} $$\end{document}. We approximate the trimmed sums (r)Sn̄ by a Brownian sheet and obtain sufficient and necessary conditions for (r)Sn to satisfy the compact and functional laws of the iterated logarithm. These results improve the previous works by Morrow (1981), Li and Wu (1989) and Ledoux and Talagrand (1990).
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页码:605 / 614
页数:9
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