6533b838fe1ef96bd12a5212

RESEARCH PRODUCT

Law of the Iterated Logarithm

Achim Klenke

subject

Discrete mathematicsIterated logarithmNatural logarithm of 2LogarithmLaw of large numbersLaw of the iterated logarithmLimit (mathematics)Random variableMathematicsCentral limit theorem

description

For sums of independent random variables we already know two limit theorems: the law of large numbers and the central limit theorem. The law of large numbers describes for large \(n\in \mathbb{N}\) the typical behavior, or average value behavior, of sums of n random variables. On the other hand, the central limit theorem quantifies the typical fluctuations about this average value.

yearjournalcountryeditionlanguage
2020-01-01
https://doi.org/10.1007/978-3-030-56402-5_22