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The Law of the Iterated Logarithm for certain Power Series and generalized Nörlund methods

Department of Stochastics

 

General Information

Author: Rüdiger Kiesel
To appear in: Math. Proc. Camb. Phil. Soc. (1996)
Contact: kiesel@mathematik.uni-ulm.de

Abstract

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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Alexander Schöne -- Last update: May 15, 1997