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Upper law of the iterated logarithm (limsupn​2nloglogn​Sn​​≤1)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Convergence of random variables Almost sure convergence Law of the iterated logarithm
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For a simple symmetric random walk, geometric blocking and the Borel-Cantelli first lemma yield the upper estimate limsupn​Sn​/2nloglogn​≤1 almost surely. Equality requires a separate lower-bound argument.

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  1. Law of the iterated logarithm
  2. Almost sure convergence
  3. Convergence of random variables
  4. Probability theory
  5. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 124 / 2 / c / Solution

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