On the Law of the Iterated Logarithm without Assumptions about the Existence of Moments for the Sums of Sign-Invariant Random Variables

부호불변(符號不變) 확률변수(確率變數)에 합(合)에 대한 반복대수(反復對數)의 법칙(法則)

  • Hong, Dug-Hun (Department of Statistics, Hyosung Wemen's University)
  • Published : 1991.06.25


Petrov (1968) gave two theorems on the law of the iterated logarithm without any assumptions about the existence of moments of independent random variables. In the present paper we show that the same holds true for sign-invariant random variables.