Randomized Generalized Laws of the Iterated Logarithm
Author:
Andr
Adler a
Adler a
| Affiliation: | a Department of Mathematics, Illinois Institute of Technology, Chicago, Illinois, USA |
DOI:
10.1081/SAP-120019285
Publication Frequency:
6 issues per year
Published in:
Stochastic Analysis and Applications,
Volume
21,
Issue
2
January
2003
, pages 265
- 279
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Abstract
We consider independent and identically distributed random variables
X,Xn,n≥1 with density fX(x)=c(log x)λx-2I(x>1), where λ>-1. Hence EX=∞. We examine which type of random weights an,n≥1 that will allow us to establish our generalized one-sided laws of the iterated logarithm for sums of the form
|
| Keywords: Almost sure convergence; Convergence in probability; Weak law of large numbers; Generalized one-sided laws of the iterated logarithm |
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X,Xn,n≥1
with density fX(x)=c(log x)λx-2I(x>1), where λ>-1. Hence EX=∞. We examine which type of random weights
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