A Generalization of Strassen’s Functional LIL

Uwe Einmahl ()
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Uwe Einmahl: Vrije Universiteit Brussel

Journal of Theoretical Probability, 2007, vol. 20, issue 4, 901-915

Abstract: Abstract Let X 1,X 2,… be a sequence of i.i.d. mean zero random variables and let S n denote the sum of the first n random variables. We show that whenever we have with probability one, lim sup n→∞|S n |/c n =α 0

Keywords: Hartman–Wintner LIL; Strassen-type results; Infinite variance; Very slowly varying functions; Sums of i.i.d. random variables; Strong invariance principle (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10959-007-0091-0

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