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On the law of the iterated logarithm for increments of sums of independent random variables

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Abstract

We obtain the law of the iterated logarithm for increments of sums of independent random variables. Our results generalize the Kolmogorov theorem and the Hartman—Wintner theorem on the law of the iterated logarithm. Bibliography: 17 titles.

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References

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  1. St. Petersburg State University, St. Petersburg, Russia

    A. N. Frolov

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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 174–186.

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Frolov, A.N. On the law of the iterated logarithm for increments of sums of independent random variables. J Math Sci 137, 4575–4582 (2006). https://doi.org/10.1007/s10958-006-0254-z

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  • DOI: https://doi.org/10.1007/s10958-006-0254-z

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