Some results on two-sided LIL behavior
摘要
Let {X,X_n;n\geq 1} be a sequence of i.i.d. mean-zero random variables, and let S_n=\sum_{i=1}^nX_i,n\geq 1. We establish necessary and sufficient conditions for having with probability 1, 0<lim sup_{n\to \infty}|S_n|/\sqrtnh(n)<\infty, where h is from a suitable subclass of the positive, nondecreasing slowly varying functions. Specializing our result to h(n)=(\log \log n)^p, where p>1 and to h(n)=(\log n)^r, r>0, we obtain analogues of the Hartman-Wintner LIL in the infinite variance case. Our proof is based on a general result dealing with LIL behavior of the normalized sums {S_n/c_n;n\ge 1}, where c_n is a sufficiently regular normalizing sequence.
引用
@article{arxiv.math/0507462,
title = {Some results on two-sided LIL behavior},
author = {Uwe Einmahl and Deli Li},
journal= {arXiv preprint arXiv:math/0507462},
year = {2007}
}
备注
Published at http://dx.doi.org/10.1214/009117905000000198 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)