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

DOI10.1007/BF00532689MaRDI QIDQ4122550zbMATH OpenOpenAlexFDO

Authors Tze Leung Lai, Kuei-Kuei Lan

Publication date 1976

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00532689

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 3320019 (Why is no real title available?)
• Complete Convergence and the Law of Large Numbers
• Convergence Rates in the Law of Large Numbers
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Limit theorems for delayed sums
• Moments of Oscillations and Ruled Sums
• ON THE LAW OF THE ITERATED LOGARITHM
• On a Theorem of Hsu and Robbins
• On r-quick convergence and a conjecture of Strassen
• On the Strong Law of Large Numbers
• Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings
• The Probability in the Tail of a Distribution

Cited in

(12)

• On random walks and levels of the form \(n^ \alpha\)
• Some exact distributions of the number of one-sided deviations and the time of the last such deviation in the simple random walk
• On convergence rates and the expectation of sums of random variables
• Boundary crossing random variables related to quantile convergence
• Probabilities of one-sided deviations of sums of independent random variables
• Last exit times for random walks
• On the number of boundary crossings related to LIL and SLLN for record values and partial maxima of i.i.d. sequences and extremes of uniform spacings
• On the last exit time and the number of exists of partial sums over a moving boundary
• Almost sure limit points of and the number of boundary crossings related to SLLN and LIL for record times, inter-record times and the number of record values
• Excursions of a normal random walk above a boundary
• Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory
• The distribution of the finitely many times in the strong law of large numbers

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