The principal investigator is working on problems in probability theory concerning the law of the iterated logarithms (LIL) and strong approximations. In particular, the investigator will work on convergence rates in the LIL in Hilbert spaces, infinite dimensional versions of the Darling-Erdos theorem and Chung type LIL's, and strong approximations for sums of independent Banach space value random variables. Properties of sums of independent random variables have been of interest to probabilists and statisticians for a long time. The law of the iterated logarithm gives a very precise bound on how fast a sum of random variables grows.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Type
Standard Grant (Standard)
Application #
9005804
Program Officer
Peter Arzberger
Project Start
Project End
Budget Start
1990-06-15
Budget End
1992-11-30
Support Year
Fiscal Year
1990
Total Cost
$27,500
Indirect Cost
Name
Indiana University
Department
Type
DUNS #
City
Bloomington
State
IN
Country
United States
Zip Code
47401