A generalization of the Iterated Logarithm Law for weighted sums with infinite variance

DOI10.1007/BF00542641zbMath0458.60021MaRDI QIDQ3908233

Andrew Rosalsky

Publication date: 1981

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

zbMATH Keywords

infinite varianceiterated logarithm law

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (4)

A note on the norming sequence in the central limit theorem ⋮ A nonclassical law of the iterated logarithm for functions of positively associated random variables ⋮ Central limit theorems for moving average processes ⋮ A NONCLASSICAL LAW OF THE ITERATED LOGARITHM FOR I.I.D. SQUARE INTEGRABLE RANDOM VARIABLES

Cites Work

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• A limit theorem for double arrays
• A necessary condition for the iterated logarithm law
• A converse to the law of the iterated logarithm
• A Note Concerning Behaviour of Iterated Logarithm Type
• The 1971 Rietz Lecture Sums of Independent Random Variables--Without Moment Conditions
• Regularly varying functions
• On the law of the iterated logarithm

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