Between the LIL and the LSL
Gut, Allan ; Jonsson, Fredrik ; Stadtmüller, Ulrich
Bernoulli, Tome 16 (2010) no. 1, p. 1-22 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
In two earlier papers, two of the present authors (A.G. and U.S.) extended Lai’s [Ann. Probab. 2 (1974) 432–440] law of the single logarithm for delayed sums to a multiindex setting in which the edges of the nth window grow like |n|α, or with different α’s, where the α’s belong to (0, 1). In this paper, the edge of the nth window typically grows like n/logn, thus at a higher rate than any power less than one, but not quite at the LIL-rate.
Publié le : 2010-02-15
Classification:  delayed sums,  law of the iterated logarithm,  law of the single logarithm,  slowly varying function,  sums of i.i.d. random variables,  window 
@article{1265984702,
     author = {Gut, Allan and Jonsson, Fredrik and Stadtm\"uller, Ulrich},
     title = {Between the LIL and the LSL},
     journal = {Bernoulli},
     volume = {16},
     number = {1},
     year = {2010},
     pages = { 1-22},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1265984702}
}

Gut, Allan; Jonsson, Fredrik; Stadtmüller, Ulrich. Between the LIL and the LSL. Bernoulli, Tome 16 (2010) no. 1, pp.  1-22. http://gdmltest.u-ga.fr/item/1265984702/