A concrete upper bound in the uniform law of the iterated logarithm
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چکیده
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On the law of the iterated logarithm.
The law of the iterated logarithm provides a family of bounds all of the same order such that with probability one only finitely many partial sums of a sequence of independent and identically distributed random variables exceed some members of the family, while for others infinitely many do so. In the former case, the total number of such excesses has therefore a proper probability distribution...
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The law of the iterated logarithm (LIL) first arose in the work of Khintchine [5] who sought to obtain the exact rate of convergence in Borel’s theorem on normal numbers. This result was generalized by Kolmogorov [6] to sums of independent random variables. Recall that an increasing sequence of positive numbers {nk} is said to satisfy the Hadamard gap condition if there exists a q > 1 such that...
متن کاملThe Law of the Iterated Logarithm in Analaysis
In this paper, we first discuss the history of the law of the iterated logarithm. We then focus our discussion on how it was introduced in analysis. Finally we mention different types of law of the iterated logarithm and state some of the recent developments. In order to discuss the history and developments of law of the iterated logarithm, some definitions and theorems are in order: Definition...
متن کاملA Law of the Iterated Logarithm for General Lacunary Series
This was first proved for Bernoulli random variables by Khintchine. Salem and Zygmund [SZ2] considered the case when the Xk are replaced by functions ak cosnkx on [−π, π] and gave an upper bound ( ≤ 1) result; this was extended to the full upper and lower bound by Erdös and Gál [EG]. Takahashi [T1] extends the result of Salem and Zygmund: Consider a real measurable function f satisfying f(x + 1...
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ژورنال
عنوان ژورنال: Studia Scientiarum Mathematicarum Hungarica
سال: 2004
ISSN: 0081-6906,1588-2896
DOI: 10.1556/012.2004.41.3.6