On the lower limit of sums of independent random variables

Kai Lai Chung, P. Erdős

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

1. Let Xl, X2,…, Xn… be independent random variables and let Sn = Formula Presented. In the so-called law of the iterated logarithm, completely solved by Feller recently, the upper limit of Sn as n → ∞ is considered and its true order of magnitude is found with probability one. A counterpart to that problem is to consider the lower limit of Sn as n → ∞ and to make a statement about its order of magnitude with probability one.

Original languageEnglish
Title of host publicationSelected Works of Kai Lai Chung
PublisherWorld Scientific Publishing Co.
Pages75-85
Number of pages11
ISBN (Electronic)9789812833860
ISBN (Print)9789812833853
DOIs
Publication statusPublished - Jan 1 2008

Fingerprint

Sums of Independent Random Variables
Law of the Iterated Logarithm
Independent Random Variables

ASJC Scopus subject areas

  • Mathematics(all)

Cite this

Chung, K. L., & Erdős, P. (2008). On the lower limit of sums of independent random variables. In Selected Works of Kai Lai Chung (pp. 75-85). World Scientific Publishing Co.. https://doi.org/10.1142/9789812833860_0007

On the lower limit of sums of independent random variables. / Chung, Kai Lai; Erdős, P.

Selected Works of Kai Lai Chung. World Scientific Publishing Co., 2008. p. 75-85.

Research output: Chapter in Book/Report/Conference proceedingChapter

Chung, KL & Erdős, P 2008, On the lower limit of sums of independent random variables. in Selected Works of Kai Lai Chung. World Scientific Publishing Co., pp. 75-85. https://doi.org/10.1142/9789812833860_0007
Chung KL, Erdős P. On the lower limit of sums of independent random variables. In Selected Works of Kai Lai Chung. World Scientific Publishing Co. 2008. p. 75-85 https://doi.org/10.1142/9789812833860_0007
Chung, Kai Lai ; Erdős, P. / On the lower limit of sums of independent random variables. Selected Works of Kai Lai Chung. World Scientific Publishing Co., 2008. pp. 75-85
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