Law of the iterated logarithm
ID: law-of-the-iterated-logarithm
The Law of the Iterated Logarithm (LIL) is a result in probability theory that describes the asymptotic behavior of sums of independent and identically distributed (i.i.d.) random variables. It provides a precise way to understand the fluctuations of a normalized random walk. To put it more formally, consider a sequence of i.i.d.
New to topics? Read the docs here!