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The law of the iterated logarithm for subsequences: A simple proof

โœ Scribed by K. Fukuyama; Y. Takeuchi


Book ID
111473251
Publisher
SP MAIK Nauka/Interperiodica
Year
2008
Tongue
English
Weight
476 KB
Volume
29
Category
Article
ISSN
1995-0802

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๐Ÿ“œ SIMILAR VOLUMES


On the Law of The Iterated Logarithm for
โœ Rainer Schwabe; Allan Gut ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 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