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An analogue of Kolmogorov's law of the iterated logarithm for arrays

Published online by Cambridge University Press:  17 April 2009

Soo Hak Sung
Soo Hak Sung
Affiliation:
Department of Applied Mathematics, Pai Chai University, Taejon 302-735, South Korea e-mail: sungsh@woonam.paichai.ac.kr
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Abstract

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This paper is concerned with the almost sure convergence for arrays of independent, but not necessarily identically distributed, random variables. We show that Kolmogorov's law of the iterated logarithm does not hold for arrays and obtain an analogue of Kolmogorov's law.

Type
Research Article
Information
Bulletin of the Australian Mathematical Society , Volume 54 , Issue 2 , October 1996 , pp. 177 - 182
Copyright
Copyright © Australian Mathematical Society 1996

References

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