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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 1997 Volume 244, Pages 73–95 (Mi znsl513)

On the functional law of the iterated logarithm for partially observed sums of random variables

N. L. Gorna, M. A. Lifshitsb

a Friedrich-Schiller-University
b Vocational Renewal Centre Management and Computer Technologies

Abstract: We consider partial-sum process generated by a sequence of nonidentically distributed independent random variables. Assuming that this process is available for observations along an arbitrary time sequence, we fill the gaps by linear interpolation and prove the functional law of the iterated logarithm (FLIL) for sample paths obtained in this way. Assuming that condition of V. A. Egorov holds, we show that FLIL is valid, while under other conditions sufficient for usual law of the iterated logarithm FLIL may fail.

UDC: 519.2

Received: 08.02.1997


 English version:
Journal of Mathematical Sciences (New York), 2000, 99:2, 1061–1074

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