Between the LIL and the LSL

DOI10.3150/09-BEJ195zbMath1253.60037arXiv1002.4121MaRDI QIDQ605034

Fredrik Jonsson, Ulrich Stadtmüller, Allan Gut

Publication date: 12 November 2010

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.4121

zbMATH Keywords

law of the iterated logarithmslowly varying functionwindowlaw of the single logarithmdelayed sumssums of i.i.d. random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (5)

Generalization of the law of the iterated logarithm for associated random fields ⋮ On the strong law of large numbers for delayed sums and random fields ⋮ A version of the law of iterated logarithm for sums of dependent multi-indexed random variables ⋮ On the LSL for random fields ⋮ Logarithmic moving averages

Cites Work

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• Laws of the single logarithm for delayed sums of random fields. II
• Laws of the single logarithm for delayed sums of random fields
• Limit theorems for delayed sums
• Weighted sums for i. i. d. random variables with relatively thin tails
• On a new law of large numbers
• A converse to the law of the iterated logarithm
• On the Law of the Iterated Logarithm
• Probability: A Graduate Course

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