Precise rates in the generalized law of the iterated logarithm

Xiao-Yong Xiao, Li-Xin Zhang and Hong-Wei Yin

Statistics & Probability Letters, 2013, vol. 83, issue 2, 616-623

Abstract: Let {X,Xn,n≥1} be a sequence of i.i.d. random variables with EX=0 and 00 and an=o((loglogn)−d), we show the precise rates in the generalized law of the iterated logarithm for a kind of weighted infinite series of P{|Sn|≥(ε+an)σn(loglogn)d}.

Keywords: Precise rates; The law of the iterated logarithm; Complete convergence; i.i.d. random variables (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2012.11.005

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