Abstract
A law of the iterated logarithm is proved using an extension of the Borel-Cantelli lemma and the asymptotic expansion of the left tail of this stable law.
Citation
J. L. Mijnheer. "A Law of the Iterated Logarithm for the Asymmetric Stable Law with Characteristic Exponent One." Ann. Math. Statist. 43 (1) 358 - 362, February, 1972. https://doi.org/10.1214/aoms/1177692732
Information
Published: February, 1972
First available in Project Euclid: 27 April 2007
zbMATH: 0237.60016
MathSciNet: MR298738
Digital Object Identifier: 10.1214/aoms/1177692732
Rights: Copyright © 1972 Institute of Mathematical Statistics
