AbstractConsidering the positive d-dimensional lattice point Z +d (d ≥ 2) with partial ordering ≤, let {X k: k ∈ Z +d} be i.i.d. random variables taking values in a real separable Hilbert space (H, ‖ · ‖) with mean zero and covariance operator Σ, and set $$ S_n = \sum\limits_{k \leqslant n} {X_k } $$, n ∈ Z +d. Let σ i2, i ≥ 1, be the eigenvalues of Σ arranged in the non-increasing order and taking into account the multiplicities. Let l be the dimension of the corresponding eigenspace, and denote the largest eigenvalue of Σ by σ 2. Let logx = ln(x ∨ e), x ≥ 0. This paper studies the convergence rates for $$ \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}} P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt {2\left| n \right|\log \log \left| n \right|} } \right) $$. We show that when l ≥ 2 and b > −l/2, E[‖X‖2(log ‖X‖)d−2(log log ‖X‖)b+4] < ∞ implies $$ \begin{gathered} \mathop {\lim }\limits_{\varepsilon \searrow \sqrt {d - 1} } (\varepsilon ^2 - d + 1)^{b + l/2} \sum\limits_n {\frac{{\left( {\log \log \left| n \right|} \right)^b }} {{\left| n \right|\log \left| n \right|}}P\left( {\left\| {S_n } \right\| \geqslant \sigma \varepsilon \sqrt 2 \left| n \right|\log \log \left| n \right|} \right)} \hfill \\ = \frac{{K(\Sigma )(d - 1)^{\frac{{l - 2}} {2}} \Gamma (b + l/2)}} {{\Gamma (l/2)(d - 1)!}} \hfill \\ \end{gathered} $$, where Γ(·) is the Gamma function and $$ \prod\limits_{i = l + 1}^\infty {((\sigma ^2 - \sigma _i^2 )/\sigma ^2 )^{ - {1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} } $$.
Operator semistable probability measures on a Hilbert space
