Data di Pubblicazione:
2000
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.
the given result is equivalent to the classical version of the LIL.
Tipologia CRIS:
1.1 Articolo in rivista
Keywords:
Finitely additive probability; Law of the iterated logarithm; Sums of independent random variables
Elenco autori:
Epifani, I.; Lijoi, Antonio
Link alla scheda completa:
Pubblicato in: