On the nonexistence of a law of the iterated logarithm for weighted sums of identically distributed random variables
André Adler
International Journal of Stochastic Analysis, 1990, vol. 3, 1-6
Abstract:
For weighted sums of independent and identically distributed random variables, conditions are placed under which a generalized law of the iterated logarithm cannot hold, thereby extending the usual nonweighted situation.
Date: 1990
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:126315
DOI: 10.1155/S1048953390000119
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