A LAW OF THE ITERATED LOGARITHM FOR RANDOM GEOMETRIC SERIES
成果类型：
Article
署名作者：
BOVIER, A; PICCO, P
署名单位：
Centre National de la Recherche Scientifique (CNRS); Aix-Marseille Universite
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176989399
发表日期：
1993
页码：
168-184
关键词：
摘要：
We consider the random variables xi(beta) = SIGMA(n=0)(infinity)beta(n)epsilon(n) for beta < 1. We prove that if the epsilon(n) are i.i.d. random variables with mean zero and variance 1, then a law of the iterated logarithm holds in the sense that the cluster set of [GRAPHICS] when beta converges to one, is the interval [-1,1].