Sufficient conditions are obtained for the applicability of one of the classical forms of the law of iterated logarithm to a sequence of random variables without conditions of independence and the existence of any moments. Bibliography: 5 titles.
Similar content being viewed by others
References
V. V. Petrov, “On the law of the iterated logarithm without assumptions about the existence of moments,” Zap. Nauchn. Semin. POMI, 466, 208–210 (2017).
V. V. Petrov, “On the law of the iterated logarithm for a sequence of independent random variables with finite variances,” Zap. Nauchn. Semin. POMI, 278, 182–186 (2001).
H. Rubin and J. Sethuraman, “Probabilities of moderate deviations,” Sankhya, A27, No. 2–4, 325–346 (1965).
J. Sethuraman, “Probabilities of deviations,” in: Essays in probability and statistics, Univ. North Carolina Press, Chapel Hill (1970), pp. 655–672.
V. V. Petrov, “On probabilities of moderate deviations,” Zap. Nauchn. Semin. POMI, 260, 214–217 (1999).
Author information
Authors and Affiliations
Corresponding author
Additional information
Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 474, 2018, pp. 195–198.
Translated by I. Ponomarenko.
Rights and permissions
About this article
Cite this article
Petrov, V.V. The Law of the Iterated Logarithm and Probabilities of Moderate Deviations of Sums of Dependent Random Variables. J Math Sci 251, 128–130 (2020). https://doi.org/10.1007/s10958-020-05072-w
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10958-020-05072-w