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Wittmann's Law of Iterated Logarithm for Tail Sums of B-Valued Random Variables

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Abstract

We present an analogue of Wittmann's law of iterated logarithm (LIL) for tail sums of independent B-valued random variables by using the isoperimetric method and give the precise value of the upper limit for the LIL for tail sums.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Regina, 3737 Wascana Parkway, Regina, Saskatchewan, S4S 0A2, Canada

    D. Deng

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  1. D. Deng
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Deng, D. Wittmann's Law of Iterated Logarithm for Tail Sums of B-Valued Random Variables. Journal of Theoretical Probability 17, 367–385 (2004). https://doi.org/10.1023/B:JOTP.0000020699.72759.c2

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  • DOI: https://doi.org/10.1023/B:JOTP.0000020699.72759.c2

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