Iterated logarithm results for weighted averages of martingale difference sequences

DOI10.1214/aop/1176996401zbMath0302.60019OpenAlexW2128903414MaRDI QIDQ1215977

R.James Tomkins

Publication date: 1975

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996401

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functions of bounded variation, generalizations (26A45)

Related Items (8)

Laws of the iterated logarithm for weighted sums of independent random variables ⋮ Strong invariance principles for triangular arrays of weakly dependent random variables ⋮ Limiting behavior of one-sample rank-order statistics for absolutely regular processes ⋮ The law of the iterated logarithm and central limit theorem for \(L\)-statistics ⋮ Limit theorems for locally stationary processes ⋮ Lindeberg functions and the law of the iterated logarithm ⋮ On the law of the iterated logarithm for double sequences of random variables ⋮ A law of the iterated logarithm for geometrically weighted martingale difference sequences

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