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Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative. - MaRDI portal

Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative. (Q2574613)

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Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative.
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    Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative. (English)
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    29 November 2005
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    The authors prove that under a \(3+\delta \) moment condition (where \(\delta >0\)) there exists a ``Hartman-Winter'' law of the iterated logarithm for random walks conditioned to stay non-negative. They also prove that under a second order moment assumption the conditioned random walk eventually grows faster than \(n^{1/2}(\log n)^{-(1+\varepsilon )}\) for any \(\varepsilon >0\) and yet slower than \(n^{1/2}(\log n)^{-1}\).
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    conditioned random walk
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