논문KCI 등재
A new kind of the law of the iterated logarithm for product of a certain partial sums
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Let {X, X_i ; i≥1} be a sequence of independent and identically distributed positive random variables. Denote S_n=[수식]X_i and [수식]=S_n-X_k for n≥1, 1≤ k≤ n. Under the assumption of the finiteness of the second moments, we derive a type of the law of the iterated logarithm for [수식] and the limit point set for its certain normalization.
Abstract
Let {X, X_i ; i≥1} be a sequence of independent and identically distributed positive random variables. Denote S_n=[수식]X_i and [수식]=S_n-X_k for n≥1, 1≤ k≤ n. Under the assumption of the finiteness of the second moments, we derive a type of the law of the iterated logarithm for [수식] and the limit point set for its certain normalization.
참고문헌 (14)
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