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On the law of the iterated logarithm for increments of sums of independent random variables
Authors:A. N. Frolov
Affiliation:(1) St. Petersburg State University, St. Petersburg, Russia
Abstract:We obtain the law of the iterated logarithm for increments of sums of independent random variables. Our results generalize the Kolmogorov theorem and the Hartman—Wintner theorem on the law of the iterated logarithm. Bibliography: 17 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 174–186.
Keywords:
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