A universal one-sided law of the iterated logarithm (Q1904483)

Let \(X_1,X_2,\dots\) be i.i.d. with non-degenerate d.f. \(F\), \(S_n:= X_1,\dots, X_n\). Define \[ Q(s):= \inf\{x: F(x)\geq s\},\qquad 0< s\leq 1, \] \[ \mu(s):= \int^{1- s}_0 Q(u) du,\quad \sigma^2(s):= \int^{1- s}_0 \int^{1- s}_0 (u\wedge v- uv) dQ(u) dQ(v), \] \[ b_n:= n^{- 1}\log\log n,\qquad a_n:= n^{1/2} \sigma(k_n). \] Then there exists \(K(F)\in [- 2^{1/2}, 0]\) such that \[ \liminf_{n\to \infty} {S_n- n\mu(b_n)\over a_n(\log\log n)^{1/2}}= K(F)\quad\text{a.s.} \] and -- varying \(F\) -- all values in \([- 2^{1/2}, 0]\) are attained. See also the above reviewed paper.