Sufficient moment and truncated moment conditions for the law of the iterated logarithm

DOI10.1007/BF00320331zbMath0608.60026MaRDI QIDQ1085876

Rainer Wittmann

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithmnew stability results

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (4)

A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs ⋮ On the laws of the iterated logarithm under sub-linear expectations ⋮ A LIL for independent non-identically distributed random variables in Banach space and its applications ⋮ Self-normalized Cramér-type large deviations for independent random variables.

Cites Work

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• A useful estimate in the multidimensional invariance principle
• Limit theorems without moment hypotheses for sums of independent random variables
• A general law of iterated logarithm
• Generalized exponential bounds, iterated logarithm and strong laws
• Some Theorems on the Strong Law of Large Numbers and Law of the Iterated Logarithm
• SOME NEW CONDITIONS FOR THE STRONG LAW
• On the Strong Law of Large Numbers and the Law of the Iterated Logarithm for Sequences of Independent Random Variables
• On the law of the iterated logarithm
• On the law of the iterated logarithm

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