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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


 English version:
Theory of Probability and its Applications, 1981, 25:2, 361–362

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