Displaying similar documents to “On the law of the iterated logarithm for increments of sums of independent random variables.”

Strong Convergence for weighed sums of negatively superadditive dependent random variables

Zhiyong Chen, Haibin Wang, Xuejun Wang, Shuhe Hu (2016)

Kybernetika

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In this paper, the strong law of large numbers for weighted sums of negatively superadditive dependent (NSD, in short) random variables is obtained, which generalizes and improves the corresponding one of Bai and Cheng ([2]) for independent and identically distributed random variables to the case of NSD random variables.

Gaussian Approximation of Moments of Sums of Independent Random Variables

Marcin Lis (2012)

Bulletin of the Polish Academy of Sciences. Mathematics

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We continue the research of Latała on improving estimates of the pth moments of sums of independent random variables with logarithmically concave tails. We generalize some of his results in the case of 2 ≤ p ≤ 4 and present a combinatorial approach for even moments.

An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law

Hartmut Lanzinger (2010)

ESAIM: Probability and Statistics

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We prove a strong law of large numbers for moving averages of independent, identically distributed random variables with certain subexponential distributions. These random variables show a behavior that can be considered intermediate between the classical strong law and the Erdös-Rényi law. We further show that the difference from the classical behavior is due to the influence of extreme terms.