On the last exit time and the number of exists of partial sums over a moving boundary

DOI10.1016/0167-7152(88)90094-6MaRDI QIDQ1102032zbMATH OpenOpenAlexFDO

Authors Ralph P. Russo

Publication date 1988

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(88)90094-6

zbMATH Keywords

last exit timelaw of the iterated logarithmmoving boundary

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17) Sums of independent random variables; random walks (60G50)

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Cites work

• Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
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• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3320019 (Why is no real title available?)
• scientific article; zbMATH DE number 3323586 (Why is no real title available?)
• Moments of Oscillations and Ruled Sums
• On r-quick convergence and a conjecture of Strassen
• On the last time and the number of boundary crossings related to the strong law of large numbers and the law of the iterated logarithm
• ON THE LAW OF THE ITERATED LOGARITHM

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(2)

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