The distribution of the ''finitely many times'' in the strong law of large numbers (Q1083115)

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scientific article; zbMATH DE number 3975996
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The distribution of the ''finitely many times'' in the strong law of large numbers
scientific article; zbMATH DE number 3975996

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    The distribution of the ''finitely many times'' in the strong law of large numbers (English)
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    1986
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    Let \(X_ 1,X_ 2,..\). be i.i.d. r.v's with \(EX_ 1=\mu\), \(S_ n=X_ 1+...+X_ n\), and for \(\epsilon >0\) let N(\(\epsilon)\) count the number of n for which \(n^{-1}S_ n-\mu >\epsilon\). This paper discusses the distribution of N(\(\epsilon)\) and tries to elucidate the fluctuations associated with the strong law of large numbers.
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    fluctuation theory
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    strong law of large numbers
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