A generalization of the Kolmogorov theorem on the law of the iterated logarithm
Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 1, pp. 134-143
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This paper gives necessary and sufficient conditions for the fulfillment of the law of the iterated logarithm for a sum of bounded random variables in the case of arbitrary norming monotonically tending to infinity. For the standard norming sequence the results obtained imply the known Kolmogorov theorem.
Keywords:
bounded independent random variables, law of the iterated logarithm, convergence almost surely.
@article{TVP_1997_42_1_a8,
author = {L. V. Rozovskii},
title = {A generalization of the {Kolmogorov} theorem on the law of the iterated logarithm},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {134--143},
year = {1997},
volume = {42},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1997_42_1_a8/}
}
L. V. Rozovskii. A generalization of the Kolmogorov theorem on the law of the iterated logarithm. Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 1, pp. 134-143. http://geodesic.mathdoc.fr/item/TVP_1997_42_1_a8/