ON THE OTHER LAW OF THE ITERATED LOGARITHM

被引：6
|
作者：
EINMAHL, U
机构：
[1] Department of Mathematics, Indiana University, Bloomington, 47405, IN
来源：
PROBABILITY THEORY AND RELATED FIELDS | 1993年 / 96卷 / 01期
关键词：
D O I：
10.1007/BF01195884
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A general integral test is established which refines the Jain-Pruitt Chung LIL for iid random variables. As a corollary we obtain that Chung's integral test for Brownian motion is valid for partial sums of iid random variables satisfying EX(2)1{Absolute value of X greater-than-or-equal-to t} = O((LLt)-1) as t --> infinity.
引用
收藏
页码：97 / 106
页数：10
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