University of Ulm, Faculty of Mathematics and Economics
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The Law of the Iterated Logarithm for certain Power Series and generalized Nörlund methods
Department of Stochastics
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General Information
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Abstract
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Let (pn)
be a sequence of real numbers with pn~R(n), R(.)
a regulary varying functions with index greater than -½.
We prove the Hartman-Wintner Law of the iterated logarithm for
the corresponding (Jp)
Power Series transform and generalized Nörlund
transforms (Nßp)
of sequences (Xn)
of i.i.d. random variables with mean zero and variance 1.
We also identify the cluster sets.
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