Laws of the single logarithm for delayed sums of random fields (Q1002585): Difference between revisions

For i.i.d. summands \(\{X_k,\;k\geq 1\}\), let \(T_{n,n+n^{\alpha }}=S_{n+n^{a}}-S_{n}=\sum_{k=n+1}^{n+n^{\alpha}}X_k,\) where \(0<\alpha <1\) and \(n^{\alpha }:=[n^{\alpha}]\). Then \(\lim \sup_{n\to\infty} \frac{T_{n,n+n^{\alpha}}}{\sqrt{2n^{\alpha}\log n}}=\sqrt{1-\alpha}\) a.s. if and only if \(E(|X|^{2/\alpha}(\log^{+}|X|) ^{-1/\alpha}) <\infty ,\;EX^{2}=1\), and \(EX=0\). This is known as the law of the single logarithm for delayed sums proved by \textit{T. L. Lai} [Ann. Probab. 2, 432--440 (1974; Zbl 0305.60009)]. The present authors extend this result to delayed sums of random fields. A law for subsequences, that includes the one-dimensional case, is also proved.