On the other law of the iterated logarithm (Q1326336)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the other law of the iterated logarithm |
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On the other law of the iterated logarithm (English)
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11 March 1999
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A general integral test is established which refines the Jain-Pruitt Chung LIL for i.i.d. random variables. As a corollary we obtain that Chung's integral test for Brownian motion is valid for partial sums of i.i.d. random variables satisfying \(EX^ 21\{| X | \geq t\}=O((LLt)^{-1})\) as \(t \to \infty\).
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law of the iterated logarithm
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Chung's integral test for Brownian motion
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