A certain generalization of the law of the iterated logarithm
type: Item
instance of: scholarly article
title: A certain generalization of the law of the iterated logarithm
zbMATH Open document ID: 0667.60038
DOI: 10.1007/BF01093826
author: V. A. Egorov
published in: Journal of Soviet Mathematics
publication date: 1987-01-01T00:00:00Z
review text: [For the entire collection of the original see Zbl 0626.00025.] Let \(X_ 1,...,X_ n\) be independent random variables and let \(S_ n=\sum^{n}_{i=1}X_ i\). For the sequence of random variables \(T_ n=\sum^{p}_{1}(S_{t_ j}-S_{t_{j-1}})\), where \(t_ 0=0<t_ 1<...<t_ p=n\), \(p\geq 1\), under certain conditions on \(t_ i\), \(i=\overline{1,n}\), we prove a series of general theorems of the type of the iterated logarithm laws.
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 4092472
zbMATH Keywords: iterated logarithm laws
Wikidata QID: Q114852689
MaRDI profile type: Publication
cites work: Asymptotic behavior of the quadratic variation for trajectories of processes with independent increments
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cites work: An invariance principle for the law of the iterated logarithm
cites work: On strassen's version of the loglog law
description: scientific article; zbMATH DE number 4092472