Highly Influential

4 Excerpts

Let (S, G, P) be a probability space and let F be a set of measurable functions on S with an envelope function F finite everywhere. Let X 1 , X 2 , ... be a strictly stationary sequence of random variables with distribution P. We say the compact LIL holds over F with respect to {X i } if there exists a compact set K in l ∞ (F) such that, with probability one,

@inproceedings{Chapter5U,
title={Chapter 5 Uniform LIL for},
author={}
}