Generalized Law of the Iterated Logarithm and Its Convergence Rate

DOI10.1080/07362990601051997zbMATH Open1107.60311OpenAlexW2030863707MaRDI QIDQ3423697FDOQ3423697

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

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zbMATH Keywords

sumscomplete convergenceindependent random variables

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Complete Convergence and the Law of Large Numbers
• Complete convergence and almost sure convergence of weighted sums of random variables
• On a Theorem of Hsu and Robbins
• Variants on the Law of the Iterated Logarithm
• An invariance principle for the law of the iterated logarithm
• On the Law of the Iterated Logarithm
• Remark on my Paper "On a Theorem of Hsu and Robbins"
• A converse to the law of the iterated logarithm
• General one-sided laws of the iterated logarithm
• Some results on two-sided LIL behavior
• Some results on convergence rates for probabilities of moderate deviations for sums of random variables
• A new proof of the Hartman-Wintner law of the iterated logarithm
• Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
• A Converse to the Law of the Iterated Logarithm for a Random Walk
• On the converse to the iterated logarithm law
• The converse of the Hartman-Wintner theorem
• The law of the logarithm for weighted sums of independent random variables
• A general Hsu-Robbins-Erdős type estimate of tail probabilities of sums of independent identically distributed random variables
• Some properties of metrics in a study on convergence to normality
• On the law of the iterated logarithm

Cited In (5)

• A strong law and a law of the single logarithm for arrays of rowwise independent random variables
• The Lai law for weighted sums
• The Davis-Gut law and Lai law for finitely inhomogeneous walks
• Precise rates in the generalized law of the iterated logarithm
• An extension of the Davis-Gut law and Lai law

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