Self-normalized LIL for Hanson-Russo type increments (Q2433960)
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| Language | Label | Description | Also known as |
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| English | Self-normalized LIL for Hanson-Russo type increments |
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Self-normalized LIL for Hanson-Russo type increments (English)
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31 October 2006
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The classical LIL is stated for independent and identically distributed rv's using real-valued normalizing constants. The authors' main results concern LIL type statements for the increments of partial sums of independent and not (necessarily) identically distributed rv's , properly self-normalized. Some preliminary lemmas, used in the proofs, are of their own interest.
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law of iterated logarithm
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self-normalized sum
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weighted sum
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