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On the functional law of the iterated logarithm for partially observed sums of random variables. / Gorn, N. L.; Lifshits, M. A.

In: Journal of Mathematical Sciences, Vol. 99, No. 2, 01.01.2000, p. 1061-1074.

Research output: Contribution to journal › Article › peer-review

Harvard

Gorn, NL & Lifshits, MA 2000, 'On the functional law of the iterated logarithm for partially observed sums of random variables', Journal of Mathematical Sciences, vol. 99, no. 2, pp. 1061-1074. https://doi.org/10.1007/BF02673627

APA

Gorn, N. L., & Lifshits, M. A. (2000). On the functional law of the iterated logarithm for partially observed sums of random variables. Journal of Mathematical Sciences, 99(2), 1061-1074. https://doi.org/10.1007/BF02673627

Vancouver

Gorn NL, Lifshits MA. On the functional law of the iterated logarithm for partially observed sums of random variables. Journal of Mathematical Sciences. 2000 Jan 1;99(2):1061-1074. https://doi.org/10.1007/BF02673627

Author

Gorn, N. L. ; Lifshits, M. A. / On the functional law of the iterated logarithm for partially observed sums of random variables. In: Journal of Mathematical Sciences. 2000 ; Vol. 99, No. 2. pp. 1061-1074.

BibTeX

@article{5dcd5d8fb8cc4777a525d6bc3b265a89,
title = "On the functional law of the iterated logarithm for partially observed sums of random variables",
abstract = "We consider a partial-sum process generated by a sequence of nonidentically distributed independent random variables. Assuming that this process is available for observation along an arbitrary time sequence, we fill the gaps by linear interpolation and prove the functional law of the iterated logarithm (FLIL) for sample paths obtained in this way. Assuming that the V. A. Egorov condition holds, we show that FLIL is valid, while under other conditions sufficient for the usual law of the iterated logarithm FLIL may fail.",
author = "Gorn, {N. L.} and Lifshits, {M. A.}",
year = "2000",
month = jan,
day = "1",
doi = "10.1007/BF02673627",
language = "English",
volume = "99",
pages = "1061--1074",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "2",

}

RIS

TY - JOUR

T1 - On the functional law of the iterated logarithm for partially observed sums of random variables

AU - Gorn, N. L.

AU - Lifshits, M. A.

PY - 2000/1/1

Y1 - 2000/1/1

N2 - We consider a partial-sum process generated by a sequence of nonidentically distributed independent random variables. Assuming that this process is available for observation along an arbitrary time sequence, we fill the gaps by linear interpolation and prove the functional law of the iterated logarithm (FLIL) for sample paths obtained in this way. Assuming that the V. A. Egorov condition holds, we show that FLIL is valid, while under other conditions sufficient for the usual law of the iterated logarithm FLIL may fail.

AB - We consider a partial-sum process generated by a sequence of nonidentically distributed independent random variables. Assuming that this process is available for observation along an arbitrary time sequence, we fill the gaps by linear interpolation and prove the functional law of the iterated logarithm (FLIL) for sample paths obtained in this way. Assuming that the V. A. Egorov condition holds, we show that FLIL is valid, while under other conditions sufficient for the usual law of the iterated logarithm FLIL may fail.

UR - http://www.scopus.com/inward/record.url?scp=52849125450&partnerID=8YFLogxK

U2 - 10.1007/BF02673627

DO - 10.1007/BF02673627

M3 - Article

AN - SCOPUS:52849125450

VL - 99

SP - 1061

EP - 1074

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 2

ER -

ID: 37011185