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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 1997 Volume 244, Pages 126–142 (Mi znsl515)

This article is cited in 2 papers

Functional law of the iterated logarithm for truncated sums

V. A. Egorov, V. I. Pozdnyakov

Saint-Petersburg State Electrotechnical University

Abstract: We obtain the functional law of the iterated logarithm (the FLIL) for truncated sums $S_n=\sum\limits_{j=1}^n\,X_j\,I\{X^2_j\le b_n\}$ of independent symmetric random variables $X_j$, $1\le j\le n$, $b_n\le\infty$. Considering the random normalization by
$$ T^{1/2}_n=\Bigl(\sum_{j=1}^n\,X^2_j\,I\{X^2_j\le b_n\}\Bigr)^{1/2} $$
we get the upper estimate in the FLIL using only the condition that $T_n\to\infty$ a.s. These results are useful for studing trimmed sums.

UDC: 519.2

Received: 16.10.1997


 English version:
Journal of Mathematical Sciences (New York), 2000, 99:2, 1094–1104

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