General one-sided laws of the iterated logarithm

DOI10.1214/AOP/1176994508MaRDI QIDQ1152891zbMATH OpenOpenAlexFDO

Authors William E. Pruitt

Publication date 1981

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176994508

zbMATH Keywords

law of iterated logarithmstrong law behaviour

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cited in

(34)

• Fluctuation theory for Markov random walks
• Iterated logarithm type behavior for weighted sums of i.i.d. random variables
• A universal form of the Chung-type law of the iterated logarithm
• Lower functions for asymmetric Lévy processes
• Stability of perpetuities
• A note on the norming sequence in the central limit theorem
• Mixing properties of the generalized \(T,T^{-1}\)-process
• Lower functions for processes with stationary independent increments
• Self-normalized moderate deviations for independent random variables
• Packing and covering indices for a general Lévy process
• Equivalences in strong limit theorems for renewal counting processes
• A law of the iterated logarithm for geometrically weighted martingale difference sequences
• Some results on two-sided LIL behavior
• Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model
• The law of the iterated logarithm for local time of a Lévy process
• Generalized Law of the Iterated Logarithm and Its Convergence Rate
• A NONCLASSICAL LAW OF THE ITERATED LOGARITHM FOR I.I.D. SQUARE INTEGRABLE RANDOM VARIABLES
• Upper functions for lévy processes having only negative jumps
• On the LSL for random fields
• Characterization of LIL behavior in Banach space
• A supplement to precise asymptotics in the law of the iterated logarithm
• A generalization of strassen's functional LIL
• A generalization of the Strassen converse
• Iterated logarithm results for rapidly growing random walk
• Some effects of trimming on the law of the iterated logarithm
• On the relationship between the Baum-Katz-Spitzer complete convergence theorem and the law of the iterated logarithm
• A nonclassical LIL for geometrically weighted series in Banach space
• Non-classical law of the iterated logarithm behaviour for trimmed sums
• Laws of the iterated logarithm for symmetric stable processes
• Laws of iterated logarithm for state variables with applications
• The favorite point of a Poisson process
• The influence of extremes on the law of the iterated logarithm
• Relative stability of trimmed sums
• A LIL for independent non-identically distributed random variables in Banach space and its applications

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