ZHANG Lixin, LIN Zhengyan. Precise Rates in the Law of the Logarithm under Minimal Conditions[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(3): 311-320.
Citation:
ZHANG Lixin, LIN Zhengyan. Precise Rates in the Law of the Logarithm under Minimal Conditions[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(3): 311-320.
ZHANG Lixin, LIN Zhengyan. Precise Rates in the Law of the Logarithm under Minimal Conditions[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(3): 311-320.
Citation:
ZHANG Lixin, LIN Zhengyan. Precise Rates in the Law of the Logarithm under Minimal Conditions[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(3): 311-320.
Precise Rates in the Law of the Logarithm under Minimal Conditions
Let X_1,X_2,\cdots be i.i.d. random variables, and set S_n=X_1+\cdots+X_n, M_n=\max\limits_k\le n|S_k|, n\ge 1. The precise rates in the law of the logarithm for M_n are obtained under sufficient and necessary conditions.
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