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This article is cited in 1 scientific paper (total in 1 paper)
A finitely additive version of the law of the iterated logarithm
I. Epifani, A. Lijoia a CNR-IAMI, Italy
Abstract:
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.
Received: 06.08.1997
Citation:
I. Epifani, A. Lijoi, “A finitely additive version of the law of the iterated logarithm”, Teor. Veroyatnost. i Primenen., 44:4 (1999), 757–775; Theory Probab. Appl., 44:4 (2000), 633–649
Linking options:
https://www.mathnet.ru/eng/tvp1064https://doi.org/10.4213/tvp1064 https://www.mathnet.ru/eng/tvp/v44/i4/p757
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Abstract page: | 198 | Full-text PDF : | 139 | First page: | 8 |
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