The distribution of the ''finitely many times'' in the strong law of large numbers (Q1083115): Difference between revisions

Let \(X_ 1,X_ 2,..\). be i.i.d. r.v's with \(EX_ 1=\mu\), \(S_ n=X_ 1+...+X_ n\), and for \(\epsilon >0\) let N(\(\epsilon)\) count the number of n for which \(n^{-1}S_ n-\mu >\epsilon\). This paper discusses the distribution of N(\(\epsilon)\) and tries to elucidate the fluctuations associated with the strong law of large numbers.