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JOURNALS
// Teoriya Veroyatnostei i ee Primeneniya
// Archive
Teor. Veroyatnost. i Primenen.,
1980
Volume 25,
Issue 2,
Pages
364–366
(Mi tvp1166)
This article is cited 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
Fulltext:
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Cited by
English version:
Theory of Probability and its Applications, 1981,
25
:2,
361–362
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2025