Kolmogorov Type Law of the Logarithm for Arrays |
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| Authors: | Jørgen Hoffmann-Jørgensen Yu Miao Xiao Chun Li Shou Fang Xu |
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| Affiliation: | 1.Department of Mathematics,Aarhus University,Aarhus,Denmark;2.College of Mathematics and Information Science,Henan Normal University,Xinxiang?,China;3.Department of Mathematics and Information Science,Xinxiang University,Xinxiang?,China |
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| Abstract: | In this paper, we establish the analogue of Kolmogorov-type law of the logarithm for an array of independent random variables. The main methods are to develop the classic Bernstein’s and Kolmogorov’s inequality and replace the boundedness condition by conditions on the cumulant transform. |
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