A nonclassical law of the iterated logarithm for I.I.D. square integrable random variables. II
In: Stochastic analysis and applications, Jg. 20 (2002), Heft 4, S. 839-846
academicJournal
- print, 5 ref
Zugriff:
Let {Xn, n ≥ 1} be a sequence of i.i.d. random variable with EX1 = 0 and EX21 = 1 and let {bn, n ≥ 1} be a sequence of positive constants monotonically approaching infinity such that lim infn→∞bn/log log n = 1. It is proved that lim supn→∞Σni=1Xi/2nbn = 1 almost certainly thereby extending the work of Klesov and Rosalsky[4] to a much larger class of sequences {bn, n ≥ 1}. The tools employed in the argument are results of Bulinskii[1] and Feller[2] and the Strassen[5] strong invariance principle.
Titel: |
A nonclassical law of the iterated logarithm for I.I.D. square integrable random variables. II
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Autor/in / Beteiligte Person: | KLESOV, Oleg ; ROSALSKY, Andrew |
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Zeitschrift: | Stochastic analysis and applications, Jg. 20 (2002), Heft 4, S. 839-846 |
Veröffentlichung: | Philadelphia, PA: Taylor & Francis, 2002 |
Medientyp: | academicJournal |
Umfang: | print, 5 ref |
ISSN: | 0736-2994 (print) |
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