Strassen's law for weighted sup-norms
Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 4, pp. 783-795
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Let $S$ be a partial sum process based on a sequence of independent identically distributed mean 0 and variance 1 random variables. We prove that the sequence $\{(2nLLn)^{-1/2}S(n, \cdot );n\ge1\}$ satisfies the functional law of the iterated logarithm with respect to a weighted $\sup$-norm whenever the limit set is compact.
Keywords:
Strassen's law of the iterated logarithm, partial sums process
Mots-clés : Strassen's set.
Mots-clés : Strassen's set.
@article{TVP_1997_42_4_a8,
author = {R. Norvai\v{s}a},
title = {Strassen's law for weighted sup-norms},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {783--795},
publisher = {mathdoc},
volume = {42},
number = {4},
year = {1997},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1997_42_4_a8/}
}
R. Norvaiša. Strassen's law for weighted sup-norms. Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 4, pp. 783-795. http://geodesic.mathdoc.fr/item/TVP_1997_42_4_a8/