A generalized law of the iterated logarithm (Q916204): Difference between revisions

Let \(\{S_ n\), \(n\geq 1\}\) denote the partial sums of a sequence of independent random variables, and let \(\{B_ n\), \(n\geq 1\}\) be a non- decreasing sequence with \(B_ n\to \infty\). The author gives almost sure upper and lower bounds for \[ \limsup_{n\to \infty}S_ n/(2B^ 2_ n \log \log B^ 2_ n)^{1/2}. \] The result is a generalization of Theorem 2.1 in \textit{M. J. Klass} and \textit{R. J. Tomkins} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 68, 107-120 (1984; Zbl 0552.60026)].