A certain generalization of the law of the iterated logarithm (Q1117569)
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English | A certain generalization of the law of the iterated logarithm |
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A certain generalization of the law of the iterated logarithm (English)
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1987
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[For the entire collection of the original see Zbl 0626.00025.] Let \(X_ 1,...,X_ n\) be independent random variables and let \(S_ n=\sum^{n}_{i=1}X_ i\). For the sequence of random variables \(T_ n=\sum^{p}_{1}(S_{t_ j}-S_{t_{j-1}})\), where \(t_ 0=0<t_ 1<...<t_ p=n\), \(p\geq 1\), under certain conditions on \(t_ i\), \(i=\overline{1,n}\), we prove a series of general theorems of the type of the iterated logarithm laws.
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iterated logarithm laws
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