A supplement to precise asymptotics in the law of the iterated logarithm (Q1763402)
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English | A supplement to precise asymptotics in the law of the iterated logarithm |
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A supplement to precise asymptotics in the law of the iterated logarithm (English)
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22 February 2005
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Let \(\{X_i, i=1,2, \dots \}\) be a sequence of i.i.d random variables with \(EX_i=0, EX^2_i=1.\) Then the law of the iterated logarithm for their sums \(S_n\) holds and is related to the convergence or divergence of some series containing the probabilities \( P \{ | S_n| >\sqrt{(2+\varepsilon)n\log \log n}+a_n \} \). The problem is to find the normalizations as functions of \(\varepsilon\) such that non-trivial limits of the series yield as \(\varepsilon\rightarrow 0.\) The authors prove such statements under the conditions \(EX_i=0, EX^2_i=1\) only.
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law of the iterated logarithm
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precise asymptotics
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convergence rates of moderate deviations
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sums of independent identically distributed random variables
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