Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9503244 | Journal of Mathematical Analysis and Applications | 2005 | 25 Pages |
Abstract
Let {X,Xn;n⩾1} be a sequence of i.i.d. random variables taking values in a real separable Hilbert space (H,ââ
â) with covariance operator Σ, and set Sn=X1+â¯+Xn, n⩾1. Let an=o(n/logn). We prove that, for any 1âd/2, limÉârâ1[É2â(râ1)]a+d/2ân=1ânrâ2(logn)aP{âSnâ⩾ÏÏ(n)É+an}=Îâ1(d/2)K(Σ)(râ1)(dâ2)/2Î(a+d/2) holds if EX=0,E[âXâ2r(logâXâ)aâr]<â.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Wei Huang, Lixin Zhang,