On the iterated logarithm law for local time
نویسندگان
چکیده
منابع مشابه
On the law of the iterated logarithm.
The law of the iterated logarithm provides a family of bounds all of the same order such that with probability one only finitely many partial sums of a sequence of independent and identically distributed random variables exceed some members of the family, while for others infinitely many do so. In the former case, the total number of such excesses has therefore a proper probability distribution...
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Let [Formula: see text] be a stationary LNQD sequence of random variables with zero means and finite variance. In this paper, by the Kolmogorov type maximal inequality and Stein's method, we establish the result of the law of the iterated logarithm for LNQD sequence with less restriction of moment conditions. We also prove the law of the iterated logarithm for a linear process generated by an L...
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Recently, Fulman developed some general connections between martingales and character ratios of a random representation of the symmetric group on transitions, and obtained a convergence rate in a central limit theorem. In this work we aim to establish the law of the iterated logarithm for character ratios. The technique is a well-known Skorokhod embedding theorem for martingales and strong appr...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1981
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1981-0597665-9