On necessary and sufficient conditions for the law of the iterated logarithm
Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 1, pp. 18-26
Cet article a éte moissonné depuis la source Math-Net.Ru
Let $\{X_n;\,n=1,2,\dots\}$ be a sequence of independent not necessarily identically distributed random variables and $\{a_n;\,n=1,2,\dots\}$ be a non-decreasing sequence of positive numbers such that $a_n\to\infty$. We put $\displaystyle S_n=\sum_{j=1}^n X_j$. Necessary and sufficient conditions are found for the relations $\limsup(S_n/a_n)\le 1$ a.s. and $\limsup(S_n/a_n)=1$ a.s. No assumptions about existence of any moments are made.
@article{TVP_1977_22_1_a1,
author = {A. I. Martikaǐnen and V. V. Petrov},
title = {On necessary and sufficient conditions for the law of the iterated logarithm},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {18--26},
year = {1977},
volume = {22},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a1/}
}
TY - JOUR AU - A. I. Martikaǐnen AU - V. V. Petrov TI - On necessary and sufficient conditions for the law of the iterated logarithm JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1977 SP - 18 EP - 26 VL - 22 IS - 1 UR - http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a1/ LA - ru ID - TVP_1977_22_1_a1 ER -
A. I. Martikaǐnen; V. V. Petrov. On necessary and sufficient conditions for the law of the iterated logarithm. Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 1, pp. 18-26. http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a1/