A finitely additive version of the law of the iterated logarithm (LIL) is proposed. The formulation involves only finite-dimensional distributions of a sequence of independent random variables (X_n)_{n\ge 1}. It is also proved that in the case where one deals with σ-additive probabilities, the given result is equivalent to the classical version of the LIL.
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Titolo: | A finitely additive version of the Law of the Iterated Logarithm |
Autori: | |
Data di pubblicazione: | 2000 |
Rivista: | |
Abstract: | A finitely additive version of the law of the iterated logarithm (LIL) is proposed. The formulation involves only finite-dimensional distributions of a sequence of independent random variables (X_n)_{n\ge 1}. It is also proved that in the case where one deals with σ-additive probabilities, the given result is equivalent to the classical version of the LIL. |
Handle: | http://hdl.handle.net/11571/108849 |
Appare nelle tipologie: | 1.1 Articolo in rivista |
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