A generalized law of the iterated logarithm (Q916204)
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English | A generalized law of the iterated logarithm |
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A generalized law of the iterated logarithm (English)
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1990
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Let \(\{S_ n\), \(n\geq 1\}\) denote the partial sums of a sequence of independent random variables, and let \(\{B_ n\), \(n\geq 1\}\) be a non- decreasing sequence with \(B_ n\to \infty\). The author gives almost sure upper and lower bounds for \[ \limsup_{n\to \infty}S_ n/(2B^ 2_ n \log \log B^ 2_ n)^{1/2}. \] The result is a generalization of Theorem 2.1 in \textit{M. J. Klass} and \textit{R. J. Tomkins} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 68, 107-120 (1984; Zbl 0552.60026)].
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generalized law of the iterated logarithm
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almost sure upper and lower bounds
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