Strong law for the function of normalized sums and applications
Chen Chuan-yon
Abstract
Chen Chuan-yon
Abstract
The law of the iterated logarithm for the function of normalized sums of random variables is obtained. As its application, the law of the iterated logarithm for the products of sums of positive random variables is obtained. The corresponding law of single logarithm is also obtained for the array of independent and identically distributed random variables.
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The law of the iterated logarithm for the function of normalized sums of random variables is obtained. As its application, the law of the iterated logarithm for the products of sums of positive random variables is obtained. The corresponding law of single logarithm is also obtained for the array of independent and identically distributed random variables.
Key concepts: Law of the iterated logarithm, Mathematics, Iterated logarithm, Logarithm, Independent and identically distributed random variables, Random variable, Function (biology), Iterated function