×

zbMATH — the first resource for mathematics

An invariance principle for the law of the iterated logarithm. (English) Zbl 0132.12903

PDF BibTeX XML Cite
Full Text: DOI
References:
[1] Chung, K. L.: On the maximum partial sum of sequences of independent random variables. Trans. Amer. Math. Soc., 64, 205-233 (1948). · Zbl 0032.17102 · doi:10.1090/S0002-9947-1948-0026274-0
[2] Diedonné, I.: Foundations of Modern Analysis, Pure and Applied Mathematics. New York-London: 1960.
[3] Doob, J. L.: Stochastic Processes, Wiley-Publications in Statistics. New York-London: Wiley 1959.
[4] Erdös, P., and M. Kac: On certain limit theorems of the theory of probability. Bull. Amer. Math. Soc. 52, 292-302 (1946). · Zbl 0063.01274 · doi:10.1090/S0002-9904-1946-08560-2
[5] Feller, W.: The general form of the so-called law of the iterated logarithm. Trans. Amer. Math. Soc., 54, 373-402 (1943). · Zbl 0063.08417 · doi:10.1090/S0002-9947-1943-0009263-7
[6] Hartman, P., and A. Wintner: On the law of the iterated logarithm. Amer. J. Math., 63, 169-176 (1941). · JFM 67.0460.03 · doi:10.2307/2371287
[7] Kolmogorov, A.: Das Gesetz des iterierten Logarithmus. Math. Annalen 101, 126-135 (1929). · JFM 55.0298.01 · doi:10.1007/BF01454828
[8] Lamperti, J.: On convergence of stochastic processes, Trans. Amer. Math. Soc. 104, 430-435 (1962). · Zbl 0113.33502 · doi:10.1090/S0002-9947-1962-0143245-1
[9] Loève, M.: Probability Theory, The University series in higher Mathem., Princeton (1960). · Zbl 0095.12201
[10] Riesz, F., and B. Sz. Nagy: Vorlesungen über Funktionalanalysis. Hochschulbücher fur Mathematik, Berlin (1956). · Zbl 0072.11902
[11] Skorokhod, A.B.: Research on the Theory of Random Processes. Kiew (1961) (in Russian).
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.