 Home

Codex Wiki

Mathematics

Area of mathematics

Probability and statistics

Probability theory

Convergence of random variables

Almost sure convergence

Law of the iterated logarithm

For a <simple symmetric random walk>, almost surely
$$
\limsup_{n\to\infty}\frac{S_n}{\sqrt{2n\log\log n}}=1,
\qquad
\liminf_{n\to\infty}\frac{S_n}{\sqrt{2n\log\log n}}=-1.
$$

Law of the iterated logarithm for a simple symmetric random walk

Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 201 / 1 / b / Solution

Law of the iterated logarithm for a simple symmetric random walk

 Ancestors (8)

 Incoming links (1)

 Discussion (0)

 Articles by others on the same topic (0)

Law of the iterated logarithm for a simple symmetric random walk

 Ancestors (8)

 Incoming links (1)

 Discussion (0)  Subscribe (1)

 Articles by others on the same topic (0)

 Discussion (0)