ON ONE REMARK ON W. FELLER'S STUDY OF THE LAW OF ITERATED LOGARITHM

Authors

  • I.M. Khamdamov University of Public Safety of the Republic of Uzbekistan Author

Abstract

The role of the extreme summands in the behavior of the entire sum in the law of the iterated logarithm is determined in this article. An example is constructed in which all the conditions of W. Feller's theorem on the law of the iterated logarithm are satisfied; however, its result does not follow. This is because of the fact that the imposed condition on the truncated variance in W. Feller's theorem is not sufficient.

References

Papadatos, N., Order statistics from exchangeable random variables are always sufficient., http://arxiv.org/abs/2206.00044v1, 16 May, 2022

Omar A. R., On the joint distribution of order statistics from independent non-identical bivariate distributions, Journal of the Egyptian Mathematical Society, https://doi.org/10.1186/s42787-019-0034-9 , 2019, 27–29.

Feller W., An extension of the law of the iterated logarithm to variables without variance, J.Math.Mech. 1968. V.18, No.4, p.343–355. DOI:10.1512/IUMJ.1969.18.18027

Gafurov M.U., Khamdamov I.M., An estimate of the rate of convergence in the law of large numbers for sums of order statistics and their applications, Proceedings of the 1st World Congress of the Bernoulli Society, 2020, p.489–492. https://doi.org/10.1515/9783112319086-072

Published

2023-03-28

How to Cite

ON ONE REMARK ON W. FELLER’S STUDY OF THE LAW OF ITERATED LOGARITHM. (2023). Eurasian Journal of Mathematical Theory and Computer Sciences, 3(3), 56-62. https://in-academy.uz/index.php/EJMTCS/article/view/8621