A finitely additive version of the law of the iterated logarithm
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 4, pp. 757-775
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A finitely additive version of the law of the iterated logarithm (LIL) is proposed. The formulation involves only finite-dimensional distributions of a sequence of independent random variables $(X_n)_{n\ge 1}$. It is also proved that in the case where one deals with $\sigma$-additive probabilities, the given result is equivalent to the classical version of the LIL.
Keywords:
finitely additive probability, law of the iterated logarithm, sums of independent random variables.
@article{TVP_1999_44_4_a2,
author = {I. Epifani and A. Lijoi},
title = {A finitely additive version of the law of the iterated logarithm},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {757--775},
year = {1999},
volume = {44},
number = {4},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_4_a2/}
}
I. Epifani; A. Lijoi. A finitely additive version of the law of the iterated logarithm. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 4, pp. 757-775. http://geodesic.mathdoc.fr/item/TVP_1999_44_4_a2/