A generalization of the Chung-Mogul'skii law of the iterated logarithm

Z. Shi

Journal of Multivariate Analysis, 1991, vol. 37, issue 2, 269-278

Abstract: The so-called "other law of the iterated logarithm" was first given by Chung (Trans. Amer. Math. Soc.64 (1948), 205-233) and Mogul'skii (Theor. Probab. Appl.24 (1979), 405-413) respectively for a sequence of independent random variables and for the standard empirical process. In this work, we generalize their result for the empirical process of U-statistic structure with the kernel g(x1, ..., xm) = max1

Keywords: U-statistics; empirical; process; other; law; of; the; iterated; logarithm; small; deviation; Brownian; motion (search for similar items in EconPapers)
Date: 1991
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