On the functional law of the iterated logarithm for partially observed sums of random variables
type: Item
instance of: scholarly article
title: On the functional law of the iterated logarithm for partially observed sums of random variables
zbMATH Open document ID: 0967.60039
DOI: 10.1007/BF02673627
published in: Journal of Mathematical Sciences (New York)
publication date: 2000-08-24T00:00:00Z
review text: The authors consider partial-sum processes generated by a sequence of non-identically distributed random variables. If this process is available for observation only along a subsequence of time epochs, the gaps are filled by linear interpolation. For the sample paths obtained in this way a functional law of iterated logarithm (FLIL) is proved under the assumption that the Egorov condition holds. Furthermore, it is pointed out that other conditions (like the Petrov or the Kolmogorov condition) implying the usual law of iterated logarithm are in general not sufficient to hold the FLIL.
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 1495312
zbMATH Keywords: functional law of the iterated logarithm
zbMATH Keywords: Egorov condition
zbMATH Keywords: Komlos-Major-Tusnady construction
zbMATH Keywords: Strassen's invariance principle
author: Natalia Gorn
author: M. A. Lifshits
reviewed by: Lothar Heinrich
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02673627
OpenAlex ID: W2095146483
description: scientific article; zbMATH DE number 1495312