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Lim sup behavior of sums of geometrically weighted i.i.d. random variables

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Publication:1151662
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DOI10.1016/0304-4149(81)90031-4zbMath0458.60022OpenAlexW1969021969MaRDI QIDQ1151662

Andrew Rosalsky

Publication date: 1981

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(81)90031-4


zbMATH Keywords

law of the iterated logarithmessential supremumgeometrically weighted i.i.d. random variablesiterated logarithm type behavior


Mathematics Subject Classification ID

Strong limit theorems (60F15)


Related Items (4)

Some Strong Laws of Large Numbers for Banach Space Valued Summands Irrespective of Their Joint Distributions ⋮ A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables ⋮ On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Unbounded Random Variables ⋮ On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Bounded Random Variables



Cites Work

  • Iterated Logarithm laws for weighted averages
  • A necessary condition for the iterated logarithm law
  • On the law of the iterated logarithm




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