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Teoriya Veroyatnostei i ee Primeneniya, 2006, Volume 51, Issue 4, Pages 816–821
DOI: https://doi.org/10.4213/tvp30
(Mi tvp30)
 

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
Full-text PDF (510 kB) Citations (1)
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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
English version:
Theory of Probability and its Applications, 2007, Volume 51, Issue 4, Pages 723–729
DOI: https://doi.org/10.1137/S0040585X97982761
Bibliographic databases:
Document Type: Article
Language: English
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
Citation in format AMSBIB
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  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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