On the nonexistence of a law of the iterated logarithm for weighted sums of identically distributed random variables-Reference-Cited by-同舟云学术

On the nonexistence of a law of the iterated logarithm for weighted sums of identically distributed random variables

Published:1990-01-01 Issue:2 Volume:3 Page:135-140
ISSN:1048-9533
Container-title:Journal of Applied Mathematics and Stochastic Analysis
language:en
Short-container-title:Journal of Applied Mathematics and Stochastic Analysis

Author:

Adler André¹

Affiliation:

1. Illinois Institute of Technology, Chicago 60616, IL, USA

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.

Publisher

Hindawi Limited

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Link

http://downloads.hindawi.com/archive/1990/126315.pdf

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