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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 2, Pages 364–366
(Mi tvp1166)
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This article is cited in 11 scientific papers (total in 11 papers)
Short Communications
A converse to the law of the iterated logarithm for random walk
A. I. Martikaĭnen Petrozavodsk
Abstract:
Let $\{S_n\}$ be a random walk with independent increments. Then $\mathbf{E}S_1=0$, $\mathbf{E}S_1^2=1$ iff
$$
\limsup_{n\to\infty}\frac{S_n}{\sqrt{2n\log\log n}}=1\qquad\text{almost surely.}
$$
Received: 27.06.1978
Citation:
A. I. Martikaǐnen, “A converse to the law of the iterated logarithm for random walk”, Teor. Veroyatnost. i Primenen., 25:2 (1980), 364–366; Theory Probab. Appl., 25:2 (1981), 361–362
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https://www.mathnet.ru/eng/tvp1166 https://www.mathnet.ru/eng/tvp/v25/i2/p364
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Abstract page: | 222 | Full-text PDF : | 116 | First page: | 2 |
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