On the law of the iterated logarithm in the infinite variance case

R. A. Maller
1980 Journal of the Australian Mathematical Society  
The main purpose of the paper is to give necessary and sufficient conditions for the almost sure boundedness of (S n -a r )/B(n), where S n = A", +X 2 + ... + X n , A' r being independent and identically distributed random variables, and %" and B(n) being centering and norming constants. The conditions take the form of the convergence or divergence of a series of a geometric subsequence of the sequence P{S n -y. n > a B{n)), where a is a constant. The theorem is distinguished from previous
more » ... ar results by the comparative weakness of the subsidiary conditions and the simplicity of the calculations. As an application, a law of the iterated logarithm general enough to include a result of Feller is derived.
doi:10.1017/s1446788700021868 fatcat:zyf76suubbfwtmtu26lzj24psm