Between the LIL and the LSL
2010 (English)In: Bernoulli, ISSN 1350-7265, Vol. 16, no 1, 1-22 p.Article in journal (Refereed) Published
In two earlier papers, two of the present authors (A.G. and U.S.) extended Lai's [Ann. Probab. 2 (1974) 432-440] law of the single logarithm for delayed sums to a multiindex setting in which the edges of the nth window grow like |n|α, or with different α's, where the α's belong to (0,1). In this paper, the edge of the nth window typically grows like n/log n, thus at a higher rate than any power less than one, but not quite at the LIL-rate.
Place, publisher, year, edition, pages
2010. Vol. 16, no 1, 1-22 p.
Delayed sums, Law of the iterated logarithm, Law of the single logarithm, Slowly varying function, Sums of i.i.d. random variables, Window
IdentifiersURN: urn:nbn:se:uu:diva-105909DOI: 10.3150/09-BEJ195ISI: 000275977500001OAI: oai:DiVA.org:uu-105909DiVA: diva2:222795