Summary
In a previous paper we obtained upper and lower class type results refining the bounded LIL for sums of iid Hilbert space valued mean zero random variables, whose covariance operators satisfy certain regularity assumptions. We now establish precise convergence rates for the bounded LIL in the “non-regular” case. It turns out that the almost sure behavior in this case is entirely different from the behavior in the previous situation.
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Supported in part by NSF Grant DMS 90-05804
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Einmahl, U. Exact convergence rates for the bounded law of the iterated logarithm in Hilbert space. Probab. Th. Rel. Fields 92, 177–194 (1992). https://doi.org/10.1007/BF01194920
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DOI: https://doi.org/10.1007/BF01194920