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The Law of the Iterated Logarithm and Probabilities of Moderate Deviations of Sums of Dependent Random Variables

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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.

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References

  1. 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).

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  2. 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).

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  3. H. Rubin and J. Sethuraman, “Probabilities of moderate deviations,” Sankhya, A27, No. 2–4, 325–346 (1965).

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  4. J. Sethuraman, “Probabilities of deviations,” in: Essays in probability and statistics, Univ. North Carolina Press, Chapel Hill (1970), pp. 655–672.

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  5. V. V. Petrov, “On probabilities of moderate deviations,” Zap. Nauchn. Semin. POMI, 260, 214–217 (1999).

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Correspondence to V. V. Petrov.

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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 474, 2018, pp. 195–198.

Translated by I. Ponomarenko.

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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

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  • DOI: https://doi.org/10.1007/s10958-020-05072-w

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