The Limit Law of the Iterated Logarithm

被引：4

作者：

Chen, Xia ^{[1
]}

机构：

[1] Univ Tennessee, Dept Math, Knoxville, TN 37996 USA

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2015年 / 28卷 / 02期

关键词：

The limit law of the iterated logarithm; Brownian motion; Ornstein-Uhlenbeck process;

D O I：

10.1007/s10959-013-0481-4

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：

For the partial sum {S-n} of an i. i. d. sequence with zero mean and unit variance, it is pointed out that lim(n ->infinity) (2 log log n)(-1/2) max(1 <= k <= n) S-k/root k = 1 a.s.

引用

页码：721 / 725

页数：5

共 50 条

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