Law of the Iterated Logarithm for Stationary Processes
نویسندگان
چکیده
There has been recent interest in the conditional central limit question for (strictly) stationary, ergodic processes · · ·X−1, X0, X1, · · · whose partial sums Sn = X1 + · · · + Xn are of the form Sn = Mn+Rn, where Mn is a square integrable martingale with stationary increments and Rn is a remainder term for which E(R 2 n) = o(n). Here we explore the Law of the Iterated Logarithm (LIL) for the same class of processes. Letting ‖·‖ denote the norm in L(P ), a suffi-
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