Asymptotics in the Law of the Iterated Logarithm
Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 4, pp. 823-826
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In this paper the precise asymptotic in the law of the iterated logarithm is considered. The result of A. Gut and A. Spataru [Ann. Probab., 28 (2000), pp. 1870–1883] is generalized for the case of the variables not of the same distribution.
Keywords:
law of iterated logarithm, Fuk–Nagaev type inequality.
@article{TVP_2008_53_4_a12,
author = {M. B. Cwikl{\'\i}nska},
title = {Asymptotics in the {Law} of the {Iterated} {Logarithm}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {823--826},
year = {2008},
volume = {53},
number = {4},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2008_53_4_a12/}
}
M. B. Cwiklínska. Asymptotics in the Law of the Iterated Logarithm. Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 4, pp. 823-826. http://geodesic.mathdoc.fr/item/TVP_2008_53_4_a12/
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