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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1983 Volume 28, Issue 4, Pages 760–763 (Mi tvp2223)

This article is cited in 1 paper

Short Communications

On sums of random variables with values in a Hilbert space

E. R. Vvedenskaya


Abstract: Let $H$ be a separable Hilbert space and $X1,X2,\dots$ be a sequence of independent random vectors identically and symmetrically distributed in $H$ such that $\mathbf P\{\|X_1\|>0\}>0$. Let $S_n=X_1+\dots+X_n$ and
$$ \gamma_n(\alpha)=\inf\{R:\,\mathbf P\{\|S_n\|\le R\}\ge\alpha\},\qquad 0<\alpha<1. $$
We prove that if $\mathbf E\|X_1\|=\infty$ then
$$ \mathbf P\{\limsup_{n\to\infty}\|S_n\|/\gamma_n(\alpha)=\infty\}=1. $$
In the finite-dimensional case the last equality is valid without any additional conditions as it follows from [4].

Received: 28.06.1983


 English version:
Theory of Probability and its Applications, 1984, 28:4, 797–800

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