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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
A nonclassical Chung-type law of the iterated logarithm for i.i.d. random variables
T.-X. Pang, Z.-Y. Lin Zhejiang University
Abstract:
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.
Received: 17.05.2005
Citation:
T.-X. Pang, Z.-Y. Lin, “A nonclassical Chung-type law of the iterated logarithm for i.i.d. random variables”, Teor. Veroyatnost. i Primenen., 51:4 (2006), 816–821; Theory Probab. Appl., 51:4 (2007), 723–729
Linking options:
https://www.mathnet.ru/eng/tvp30https://doi.org/10.4213/tvp30 https://www.mathnet.ru/eng/tvp/v51/i4/p816
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