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On the other law of the iterated logarithm
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  • Published: March 1993

On the other law of the iterated logarithm

  • Uwe Einmahl1 

Probability Theory and Related Fields volume 96, pages 97–106 (1993)Cite this article

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Summary

A general integral test is established which refines the Jain-Pruitt Chung LIL for iid random variables. As a corollary we obtain that Chung's integral test for Brownian motion is valid for partial sums of iid random variables satisfyingEX 21{|X|≧t}=O((LLt) −1) ast→∞.

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Authors and Affiliations

  1. Department of Mathematics, Indiana University, 47405, Bloomington, IN, USA

    Uwe Einmahl

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  1. Uwe Einmahl
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Additional information

Supported in part by NSF grant DMS 90-05804

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Einmahl, U. On the other law of the iterated logarithm. Probab. Th. Rel. Fields 96, 97–106 (1993). https://doi.org/10.1007/BF01195884

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  • Received: 23 July 1992

  • Issue Date: March 1993

  • DOI: https://doi.org/10.1007/BF01195884

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Mathematics Subject Classification (1980)

  • 60F15
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