Precise asymptotics in the law of the iterated logarithm.
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Publication:1872172
DOI10.1214/aop/1019160511zbMath1044.60024OpenAlexW2038324611MaRDI QIDQ1872172
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1019160511
law of the iterated logarithmtail probabilities of sums of independent identically distributed random variablesFuk-Nagaev type inequalityDavis law
Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)
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