On the last exit time and the number of exists of partial sums over a moving boundary

DOI10.1016/0167-7152(88)90094-6zbMath0643.60028OpenAlexW1965240625MaRDI QIDQ1102032

Ralph P. Russo

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90094-6

zbMATH Keywords

law of the iterated logarithmmoving boundarylast exit time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Sample path properties (60G17)

Related Items (1)

Convergence rates for record times and the associated counting process

Cites Work

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• Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
• On r-quick convergence and a conjecture of Strassen
• On the last time and the number of boundary crossings related to the strong law of large numbers and the law of the iterated logarithm
• Moments of Oscillations and Ruled Sums
• ON THE LAW OF THE ITERATED LOGARITHM

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