Sufficient conditions for the validity of the upper and lower inequality of the law of iterated logarithm for weighted sums $\sum^n_{k = 1} a_{nk}X_k$ of i.i.d. random variables $(X_i)$ are given.
Publié le : 1984-02-14
Classification:
Law of iterated logarithm,
weighted sums,
i.i.d. random variables,
summability matrices,
Borel Property,
60F15,
40C05
@article{1176993372,
author = {Stadtmuller, Ulrich},
title = {A Note on the Law of Iterated Logarithm for Weighted Sums of Random Variables},
journal = {Ann. Probab.},
volume = {12},
number = {4},
year = {1984},
pages = { 35-44},
language = {en},
url = {http://dml.mathdoc.fr/item/1176993372}
}
Stadtmuller, Ulrich. A Note on the Law of Iterated Logarithm for Weighted Sums of Random Variables. Ann. Probab., Tome 12 (1984) no. 4, pp. 35-44. http://gdmltest.u-ga.fr/item/1176993372/