On the Law of The Iterated Logarithm for
β
Rainer Schwabe; Allan Gut
π
Article
π
1996
π
John Wiley and Sons
π
English
β 490 KB
The usual law of the iterated logarithm states that the partial sums Sn of independent and identically distributed random variables can be normalized by the sequence an = d -, such that limsup,,, &/a, = t/z a. 9.. As has been pointed out by GUT (1986) the law fails if one considers the limsup along