Between the LIL and the LSL

DOI10.3150/09-BEJ195MaRDI QIDQ605034zbMATH OpenFDO

Authors Allan Gut, Fredrik Jonsson, Ulrich Stadtmüller

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 logarithmlaw of the single logarithmslowly varying functiondelayed sumswindowsums of i.i.d. random variables

Mathematics Subject Classification ID

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

Abstract: In two earlier papers, two of the present authors (A.G. and U.S.) extended Lai's [Ann. Probab. 2 (1974) 432--440] law of the single logarithm for delayed sums to a multiindex setting in which the edges of the $mathbfn$th window grow like $|mathbfn{|}^{alpha}$, or with different $alpha$'s, where the $alpha$'s belong to $(0,1)$. In this paper, the edge of the $n$th window typically grows like $n/logn$, thus at a higher rate than any power less than one, but not quite at the LIL-rate.

Recommendations

• On the LSL for random fields
• Laws of the single logarithm for delayed sums of random fields. II
• Laws of the single logarithm for delayed sums of random fields
• A remark on LSL for weighted sums of i.i.d random elements
• Strong limit theorems for random fields

Cites work

• scientific article; zbMATH DE number 3858075 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 3401883 (Why is no real title available?)
• A converse to the law of the iterated logarithm
• Laws of the single logarithm for delayed sums of random fields
• Laws of the single logarithm for delayed sums of random fields. II
• Limit theorems for delayed sums
• On a new law of large numbers
• On the Law of the Iterated Logarithm
• Probability: A Graduate Course
• Weighted sums for i. i. d. random variables with relatively thin tails

Cited in

(6)

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

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