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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1982 Volume 119, Pages 87–92 (Mi znsl3987)

On connection berween the law of large numbers for squares and the law of iterated logarithm

V. A. Egorov


Abstract: Let $\{X_i\}$ be a sequence of independent random variables with $EX_i=0, i=1,2,\dots,\quad b_n\uparrow\infty$ be a sequence of real numbers. Under some conditions it is proved that if $\sum_{i=1}^nX_i^2\stackrel{p}{=}O(b_n)$ $(\sum_{i=1}^nX_i^2=O(b_n) \text{ a.s.})$, then $\sum_{i=1}^nX_i\stackrel{p}{=}O(\varphi(b_n))$ $(\sum_{i=1}^nX_i=O(\varphi(b_n)) \text{ a.s.})$, where $\varphi(x)=\sqrt x\quad(\varphi(x)=\sqrt{x\ln\ln x})$.

UDC: 519.21



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