Precise rates in the law of the iterated logarithm
| dc.creator | Zhang, Li-Xin | |
| dc.date | 2006-10-17 | |
| dc.date.accessioned | 2026-07-07T07:29:09Z | |
| dc.date.available | 2026-07-07T07:29:09Z | |
| dc.description | Let $X$, $X_1$, $X_2$, $...$ be i.i.d. random variables, and let $S_n=X_1+... + X_n$ be the partial sums and $M_n=\max_{k\le n}|S_k|$ be the maximum partial sums. We give the sufficient and necessary conditions for a kind of limit theorems to hold on the convergence rate of the tail probabilities of both $S_n$ and $M_n$. These results are related to the law of the iterated logarithm. The results of Gut and Spataru (2000) are special cases of ours. | |
| dc.identifier | https://arxiv.org/abs/math/0610519 | |
| dc.identifier | http://arxiv.org/abs/math/0610519 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/117993 | |
| dc.subject | Probability | |
| dc.subject | 60F15;60G50 | |
| dc.title | Precise rates in the law of the iterated logarithm | |
| dc.type | text |