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A universal one-sided law of the iterated logarithm

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Publication:1904483
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DOI10.1214/AOP/1176988485zbMath0837.60029OpenAlexW2054565789MaRDI QIDQ1904483

David M. Mason

Publication date: 20 May 1996

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

Full work available at URL: https://doi.org/10.1214/aop/1176988485


zbMATH Keywords

law of the iterated logarithmdomain of attraction of a stable or normal lawquantile transformation method


Mathematics Subject Classification ID

Strong limit theorems (60F15)


Related Items (2)

The Chow and Robbins Fixed Width Confidence Interval Procedure When the Second Moment Barely Does Not Exist ⋮ Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model







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