Law of the Iterated Logarithm
For sums of independent random variables we already know two limit theorems: the law of large numbers and the central limit theorem. The law of large numbers describes for large n ∈ ℕ, the typical behaviour, or average value behaviour, of sums of n random variables. On the other hand, the central limit theorem quantifies the typical fluctuations about this average value.
KeywordsBrownian Motion Central Limit Theorem Iterate Logarithm Real Random Variable Binary Splitting
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