ON THE OTHER LAW OF THE ITERATED LOGARITHM

Authors
EINMAHL U
Citation
U. Einmahl, ON THE OTHER LAW OF THE ITERATED LOGARITHM, Probability theory and related fields, 96(1), 1993, pp. 97-106
Citations number
10
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
96
Issue
1
Year of publication
1993
Pages
97 - 106
Database
ISI
SICI code
0178-8051(1993)96:1<97:OTOLOT>2.0.ZU;2-9
Abstract
A general integral test is established which refines the Jain-Pruitt C hung LIL for iid random variables. As a corollary we obtain that Chung 's integral test for Brownian motion is valid for partial sums of iid random variables satisfying EX(2)1{Absolute value of X greater-than-or -equal-to t} = O((LLt)-1) as t --> infinity.