On the law of the iterated logarithm for sums of dependent random variables (Q2246218)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the law of the iterated logarithm for sums of dependent random variables |
scientific article |
Statements
On the law of the iterated logarithm for sums of dependent random variables (English)
0 references
16 November 2021
0 references
Let \({\{X_n\}_{n\in\mathbb{N}}}\) be a sequence of random variables on a probability space and \({S_n=\sum\limits_{k=1}^nX_k}\). The present paper (which is a continuation of the author's work [J. Math. Sci., New York 244, No. 5, 840--841 (2020; Zbl 1459.60072); translation from Zap. Nauchn. Semin. POMI 466, 208--210 (2017)]) contains new conditions for the generalized law of the iterated logarithm in the form \({\limsup S_n/a_n \leq1}\) a.s. for some positive numbers \({a_n\to\infty}\) as \(n\to\infty.\) New conditions for \(a_n\) (instead of nondecreasing condition) are the following: \[ \lim\limits_{n\to\infty}\frac{a_n}{a_{n+1}}=1 \] and for some \({c>1}\), there exists a nondecreasing sequence of integers \({n_k\to\infty}\) as \({k\to\infty}\) and for all \(k\) large enough \[ a_{n_k-1}\leq c^k\leq a_{n_k}. \]
0 references
\(m\)-orthogonal random variables
0 references
\(m\)-dependent random variables
0 references
0 references