Randomized Generalized Laws of the Iterated Logarithm
The author shows the robustness of the generalized laws of the iterated logarithm by using random weights. Klass and Teicher established these types of laws for random variables whose first moment either barely existed or barely failed to exist. In the author's previous result this was extended to constant coefficients of the form \(k^{\alpha}\) whenever \(\alpha>-1\). If \(\alpha=-1,\) then strong laws actually exist. The author examines the infinite mean case with random weights, where first \(\alpha\) is a uniformly distributed continuous random variable. And he goes a bit further by setting our weights equal to \(k^{\alpha}(\log k)^{U_{k}}\), where \(\{U_{k}, k\geq 1\}\) are the random variables considered in this paper and \(\alpha > -1.\) The sequence \(\{X, X_{n}, n\geq 1\}\) are independent and identically distributed random variables with common density \(f_{X}(x)=c(\log x)^{\lambda}x^{-2}I(x>1),\) where \(\lambda > -1.\) The sequence of coefficients \(\{a_{n, n\geq 1}\}\) will be based on a random variable \(U,\) whose sequence \(\{U_{n}, n\geq 1\}\) is independent of the sequence \(\{X_{n}, n \geq 1\}.\) The author establishes limit theorems for weighted sums of the form \(\sum^{n}_{k=1}a_{k}X_{k},\) where \(a_{k}=k^{U_{k}}\) or \(a_{k}=k^{\alpha}(\log k)^{U_{k}}.\)
- On the nonexistence of a law of the iterated logarithm for weighted sums of identically distributed random variables
- Generalized one-sided laws of the iterated logarithm for random variables barely with or without finite mean
- Precise rates in the generalized law of the iterated logarithm
- A certain generalization of the law of the iterated logarithm
- Chover-type laws of the iterated logarithm for weighted sums.
- The law of the iterated logarithm for random permutations
- Generalized one-sided laws for the larger observations of a triangular array
- scientific article; zbMATH DE number 2127716 (Why is no real title available?)
- scientific article; zbMATH DE number 4024416 (Why is no real title available?)
- A Law of the Iterated Logarithm for Discrete Discrepancies and its Applications to Pseudorandom Vector Sequences
- Law of the iterated logarithm for random graphs
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