A universal Chung-type law of the iterated logarithm (Q1904482): Difference between revisions

Let \(X_1,X_2,\dots\) be non-degenerate i.i.d., \(S_n:= X_1,\dots, X_n\). Using the quantile transformation method -- see, e.g., \textit{S. Csörgö}, \textit{E. Haeusler} and the second author [Adv. Appl. Math. 9, No. 3, 259-333 (1988; Zbl 0657.60029)] -- the authors construct sequences of constants \(\alpha_n\), \(\beta_n\), \(n\geq 1\), such that \[ \liminf_{n\to \infty} \max_{1\leq k\leq n} |(S_n- k\beta_n)/\alpha_n|< \infty\quad\text{a.s.} \] and -- if the d.f. of \(X_i\) is in the Feller class -- this \(\liminf\) is strictly positive a.s..