Law of the iterated logarithm type results for random vectors with infinite second moments
Mathematica Applicanda, Tome 44 (2016) no. 1, pp. 167-181.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

This survey paper is an extended version of the author’s presentation at the conference in honor of Professor F. Thomas Bruss at the occasion of his retirement as Chair of Math ́ematiques G ́en ́erales from the Unversit ́e Libre de Bruxelles which was held September 9-11, 2015 in Brussels. I first present some results generalizing the classical Hartman-Wintner law of the iterated logarithm to 1-dimensional variables with infinite second moments and then I show how these results can be further extended to the d-dimensional setting. Finally, I look at general functional law of the iterated logarithm type results.
DOI : 10.14708/ma.v44i1.1193
Classification : 60F15, 60F17, (60B12)
Mots-clés : Hartman-Wintner LIL, functional LIL, infinite variance, LIL behavior, very slowly varying function, cluster sets, strong invariance principle.
@article{10_14708_ma_v44i1_1193,
     author = {Uwe Einmahl},
     title = {Law of the iterated logarithm type results for random vectors with infinite second moments},
     journal = {Mathematica Applicanda},
     pages = { 167--181},
     publisher = {mathdoc},
     volume = {44},
     number = {1},
     year = {2016},
     doi = {10.14708/ma.v44i1.1193},
     language = {pl},
     url = {http://geodesic.mathdoc.fr/articles/10.14708/ma.v44i1.1193/}
}
TY  - JOUR
AU  - Uwe Einmahl
TI  - Law of the iterated logarithm type results for random vectors with infinite second moments
JO  - Mathematica Applicanda
PY  - 2016
SP  -  167
EP  - 181
VL  - 44
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.14708/ma.v44i1.1193/
DO  - 10.14708/ma.v44i1.1193
LA  - pl
ID  - 10_14708_ma_v44i1_1193
ER  - 
%0 Journal Article
%A Uwe Einmahl
%T Law of the iterated logarithm type results for random vectors with infinite second moments
%J Mathematica Applicanda
%D 2016
%P  167-181
%V 44
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.14708/ma.v44i1.1193/
%R 10.14708/ma.v44i1.1193
%G pl
%F 10_14708_ma_v44i1_1193
Uwe Einmahl. Law of the iterated logarithm type results for random vectors with infinite second moments. Mathematica Applicanda, Tome 44 (2016) no. 1, pp.  167-181. doi : 10.14708/ma.v44i1.1193. http://geodesic.mathdoc.fr/articles/10.14708/ma.v44i1.1193/

Cité par Sources :