A~nonclassical Chung-type law of the iterated logarithm for i.i.d.\ random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 4, pp. 816-821
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Letting $\{X,X_n;\,n\ge 1\}$ be a sequence of independent identically distributed random variables and set $S_n=\sum_{i=1}^n X_i$, we then define a sequence of positive constants $\{d(n),\ n\ge 1\}$ which is not asymptotically equivalent to $\log\log n$ but is such that $\liminf_{n\to\infty}\max_{1\le i\le n}|S_i|/\sqrt{n/d(n)}=\pi/\sqrt{8}$ almost surely, which is equivalent to $\mathbf E X=0$ and $\mathbf E X^2=1$.
Keywords:
Chung-type law of the iterated logarithm, small deviation theorem.
@article{TVP_2006_51_4_a12,
author = {T.-X. Pang and Z.-Y. Lin},
title = {A~nonclassical {Chung-type} law of the iterated logarithm for i.i.d.\ random variables},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {816--821},
publisher = {mathdoc},
volume = {51},
number = {4},
year = {2006},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2006_51_4_a12/}
}
TY - JOUR AU - T.-X. Pang AU - Z.-Y. Lin TI - A~nonclassical Chung-type law of the iterated logarithm for i.i.d.\ random variables JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2006 SP - 816 EP - 821 VL - 51 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2006_51_4_a12/ LA - en ID - TVP_2006_51_4_a12 ER -
T.-X. Pang; Z.-Y. Lin. A~nonclassical Chung-type law of the iterated logarithm for i.i.d.\ random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 4, pp. 816-821. http://geodesic.mathdoc.fr/item/TVP_2006_51_4_a12/