2017Vestnik St Petersburg University MathematicsRequires access

On the law of the iterated logarithm for sequences of dependent random variables

V. V. Petrov

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Abstract

Sufficient conditions for the applicability of the law of the iterated logarithm to sequences of dependent random variables are obtained. As a corollary, a theorem on the law of the iterated logarithm for a sequence of m -orthogonal random variables is proved.

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What this paper is about

Sufficient conditions for the applicability of the law of the iterated logarithm to sequences of dependent random variables are obtained. As a corollary, a theorem on the law of the iterated logarithm for a sequence of m -orthogonal random variables is proved.

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Available abstract

Sufficient conditions for the applicability of the law of the iterated logarithm to sequences of dependent random variables are obtained. As a corollary, a theorem on the law of the iterated logarithm for a sequence of m -orthogonal random variables is proved.

Key concepts: Law of the iterated logarithm, Mathematics, Iterated logarithm, Logarithm, Corollary, Random variable, Sequence (biology), Iterated function

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