Iterated logarithm laws with random subsequences

DOI10.1007/BF00535492zbMath0445.60024MaRDI QIDQ3889844

Yu, Kai Fun, Ching-Zong Wei, Yuan-Shih Chow, Henry Teicher

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

stopping rulesiterated logarithm lawsrandom subsequencesrandom tail sums

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (10)

On the limiting behavior of tail series ⋮ Law of iterated logarithm for random subsequences ⋮ Strassen's invariance principle for random subsequences ⋮ Strassen's invariance principle for random subsequences ⋮ On the rate of convergence of series of banach space valued random elements ⋮ A NONCLASSICAL LAW OF THE ITERATED LOGARITHM FOR I.I.D. SQUARE INTEGRABLE RANDOM VARIABLES ⋮ Limit infimum results for subsequences of partial sums and random sums ⋮ On convergence of series of random variables with applications to martingale convergence and to convergence of series with orthogonal summands ⋮ On convergence of series of independent random elements in banach spaces ⋮ Sequential and recursive estimators of the probability density

Cites Work

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• Limit theorems for delayed sums
• The law of the iterated logarithm on arbitrary sequences for stationary Gaussian processes and Brownian motion
• A unified theory of regularly varying sequences
• Iterated Logarithm laws for weighted averages
• An invariance principle for the law of the iterated logarithm
• A Generalization of Kolmogorov's Law of the Iterated Logarithm
• On the law of the iterated logarithm

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