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February, 1984 A Note on the Law of Iterated Logarithm for Weighted Sums of Random Variables
Ulrich Stadtmuller
Ann. Probab. 12(1): 35-44 (February, 1984). DOI: 10.1214/aop/1176993372

Abstract

Sufficient conditions for the validity of the upper and lower inequality of the law of iterated logarithm for weighted sums $\sum^n_{k = 1} a_{nk}X_k$ of i.i.d. random variables $(X_i)$ are given.

Citation

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Ulrich Stadtmuller. "A Note on the Law of Iterated Logarithm for Weighted Sums of Random Variables." Ann. Probab. 12 (1) 35 - 44, February, 1984. https://doi.org/10.1214/aop/1176993372

Information

Published: February, 1984
First available in Project Euclid: 19 April 2007

zbMATH: 0537.60023
MathSciNet: MR723728
Digital Object Identifier: 10.1214/aop/1176993372

Subjects:
Primary: 60F15
Secondary: 40C05

Keywords: Borel Property , i.i.d. random variables , Law of iterated logarithm , summability matrices , weighted sums

Rights: Copyright © 1984 Institute of Mathematical Statistics

Vol.12 • No. 1 • February, 1984
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