A compact LIL for martingales in 2-smooth Banach spaces with applications

We prove the compact law of the iterated logarithm for stationary and ergodic differences of (reverse or not) martingales taking values in a separable 2-smooth Banach space (for instance a Hubert space). Then, in the martingale case, the almost sure invariance principle is derived from a result of B...

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Veröffentlicht in:	Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability 2015-02, Vol.21 (1), p.374-400
1. Verfasser:	CUNY, CHRISTOPHE
Format:	Artikel
Sprache:	eng
Schlagworte:	Banach valued martingales compact law of the iterated logarithm Hannan’s condition Mathematics strong invariance principle
Online-Zugang:	Volltext
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