A supplement to precise asymptotics in the law of the iterated logarithm (Q1763402)

From MaRDI portal





scientific article; zbMATH DE number 2136270
Language Label Description Also known as
default for all languages
No label defined
    English
    A supplement to precise asymptotics in the law of the iterated logarithm
    scientific article; zbMATH DE number 2136270

      Statements

      A supplement to precise asymptotics in the law of the iterated logarithm (English)
      0 references
      0 references
      0 references
      0 references
      22 February 2005
      0 references
      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.
      0 references
      law of the iterated logarithm
      0 references
      precise asymptotics
      0 references
      convergence rates of moderate deviations
      0 references
      sums of independent identically distributed random variables
      0 references

      Identifiers