On the last time and the number of boundary crossings related to the strong law of large numbers and the law of the iterated logarithm

DOI10.1007/BF00532689zbMath0352.60019OpenAlexW2009573837MaRDI QIDQ4122550

Tze Leung Lai, Kuei-Kuei Lan

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1007/bf00532689

Mathematics Subject Classification ID

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

Related Items

The distribution of the finitely many times in the strong law of large numbers, Some exact distributions of the number of one-sided deviations and the time of the last such deviation in the simple random walk, Boundary crossing random variables related to quantile convergence, On the last exit time and the number of exists of partial sums over a moving boundary, On random walks and levels of the form \(n^ \alpha\), Last exit times for random walks, On the number of boundary crossings related to LIL and SLLN for record values and partial maxima of i.i.d. sequences and extremes of uniform spacings, On convergence rates and the expectation of sums of random variables, Probabilities of one-sided deviations of sums of independent random variables, Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory, Excursions of a normal random walk above a boundary, Almost sure limit points of and the number of boundary crossings related to SLLN and LIL for record times, inter-record times and the number of record values

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