Generalized Law of the Iterated Logarithm and Its Convergence Rate

DOI10.1080/07362990601051997MaRDI QIDQ3423697zbMATH OpenOpenAlexFDO

Authors Yongcheng Qi, Pingyan Chen

Publication date 15 February 2007

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990601051997

zbMATH Keywords

sumscomplete convergenceindependent random variables

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 741240 (Why is no real title available?)
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• A converse to the law of the iterated logarithm
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• An invariance principle for the law of the iterated logarithm
• Complete Convergence and the Law of Large Numbers
• Complete convergence and almost sure convergence of weighted sums of random variables
• Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
• General one-sided laws of the iterated logarithm
• On a Theorem of Hsu and Robbins
• On the Law of the Iterated Logarithm
• On the converse to the iterated logarithm law
• On the law of the iterated logarithm
• Remark on my Paper "On a Theorem of Hsu and Robbins"
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• Variants on the Law of the Iterated Logarithm

Cited in

(7)

• A strong law and a law of the single logarithm for arrays of rowwise independent random variables
• The Lai law for weighted sums
• Precise rates in the generalized law of the iterated logarithm
• The Davis-Gut law and Lai law for finitely inhomogeneous walks
• Law of the iterated logarithm type results for random vectors with infinite second moments
• On the law of the iterated logarithm for the iterated Brownian sequence
• An extension of the Davis-Gut law and Lai law

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