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
โฆ LIBER โฆ
Law of iterated logarithm for random subsequences
โ Scribed by R. Vasudeva; G. Divanji
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 389 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
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