Asymptotic theory (statistics) | Theorems in statistics | Stochastic processes

Law of the iterated logarithm

In probability theory, the law of the iterated logarithm describes the magnitude of the fluctuations of a random walk. The original statement of the law of the iterated logarithm is due to A. Ya. Khinchin (1924). Another statement was given by A. N. Kolmogorov in 1929. (Wikipedia).

Law of the iterated logarithm
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Related pages

Wiener process | Iterated logarithm | Convergence of random variables | Central limit theorem | Random walk | Almost surely | Aleksandr Khinchin | Natural logarithm | Martingale (probability theory) | Probability theory | Andrey Kolmogorov | Kolmogorov's zero–one law | Law of large numbers