Abstract

Let X,X_1,X_2,... be independent identically distributed random variables and let h(x,y)=h(y,x) be a measurable function of two variables. It is shown that the bounded law of the iterated logarithm, lim sup⁡n(nlog⁡log⁡n)−1∣∑1<=i<j<=nh(Xi,Xj)∣<∞\limsup_n (n\log\log n)^{-1}|\sum_{1<= i< j<= n}h(X_i,X_j)|<\infty a.s., holds if and only if the following three conditions are satisfied: h is canonical for the law of X (that is Eh(X,y)=0 for almost y) and there exists C<∞C<\infty such that, both, Emin⁡(h2(X1,X2),u)<Clog⁡log⁡uE\min(h^2(X_1,X_2),u)<C\log\log u for all large u and sup{Eh(X1,X2)f(X1)g(X2):∣f(X)∣2<1,∥g(X)∥2<1,∥f∥∞<∞,∥g∥∞<∞}<Csup\{Eh(X_1,X_2)f(X_1)g(X_2):|f(X)|_2<1,\|g(X)\|_2<1, \|f\|_\infty<\infty, \|g\|_\infty<\infty\}< C.

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