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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1997 Volume 42, Issue 1, Pages 134–143 (Mi tvp1716)

This article is cited in 6 papers

A generalization of the Kolmogorov theorem on the law of the iterated logarithm

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy

Abstract: This paper gives necessary and sufficient conditions for the fulfillment of the law of the iterated logarithm for a sum of bounded random variables in the case of arbitrary norming monotonically tending to infinity. For the standard norming sequence the results obtained imply the known Kolmogorov theorem.

Keywords: bounded independent random variables, law of the iterated logarithm, convergence almost surely.

Received: 28.09.1993
Revised: 21.06.1996

DOI: 10.4213/tvp1716


 English version:
Theory of Probability and its Applications, 1998, 42:1, 112–120

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