The law of the iterated logarithm for exchangeable random variables (Q1805141)
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scientific article; zbMATH DE number 753698
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| English | The law of the iterated logarithm for exchangeable random variables |
scientific article; zbMATH DE number 753698 |
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The law of the iterated logarithm for exchangeable random variables (English)
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13 February 1996
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Necessary and sufficient conditions are given for the sums of an exchangeable sequence to obey the law of the iterated logarithm with deterministic normalizing constants \(\sqrt {2n \log \log n}\). By de Finetti's theorem, the problem reduces to the i.i.d. case and degeneracy properties of the conditional variance given the exchangeable \(\sigma\)- field.
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de Finetti's theorem
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degeneracy properties of the conditional variance
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exchangeable
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0.8448098301887512
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0.8431944251060486
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0.8187313079833984
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