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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1977 Volume 22, Issue 1, Pages 18–26 (Mi tvp3099)

This article is cited in 16 papers

On necessary and sufficient conditions for the law of the iterated logarithm

A. I. Martikaĭnen, V. V. Petrov

Leningrad State University

Abstract: Let $\{X_n;\,n=1,2,\dots\}$ be a sequence of independent not necessarily identically distributed random variables and $\{a_n;\,n=1,2,\dots\}$ be a non-decreasing sequence of positive numbers such that $a_n\to\infty$. We put $\displaystyle S_n=\sum_{j=1}^n X_j$. Necessary and sufficient conditions are found for the relations $\limsup(S_n/a_n)\le 1$ a.s. and $\limsup(S_n/a_n)=1$ a.s. No assumptions about existence of any moments are made.

Received: 16.12.1975


 English version:
Theory of Probability and its Applications, 1977, 22:1, 16–23

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