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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1999 Volume 44, Issue 4, Pages 757–775 (Mi tvp1064)

This article is cited 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

Language: English

DOI: 10.4213/tvp1064


 English version:
Theory of Probability and its Applications, 2000, 44:4, 633–649

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