• 대한수학회지
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• 제46권2호
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• pp.347-361
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• 2009

In this paper, by estimating small ball probabilities of $l^{\infty}$-valued Gaussian processes, we investigate Chung-type law of the iterated logarithm of $l^{\infty}$-valued Gaussian processes. As an application, the Chung-type law of the iterated logarithm of $l^{\infty}$-valued fractional Brownian motion is established.

• 대한수학회논문집
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• 제32권4호
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• pp.1067-1076
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• 2017

This paper considers the asymptotic behaviors of the processes generated by the classical ergodic tent map that is defined on the unit interval. We develop a sequential empirical process and get the uniform version of law of iterated logarithm for the tent map by using the bracketing entropy method.

• 대한수학회지
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• 제45권6호
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• pp.1601-1611
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• 2008

Let X, $X_1$, $X_2$, ... be i.i.d. random variables with zero means, variance one, and set $S_n\;=\;{\sum}^n_{i=1}\;X_i$, $n\;{\geq}\;1$. Gut and $Sp{\check{a}}taru$ [3] established the precise asymptotics in the law of the iterated logarithm and Li, Nguyen and Rosalsky [7] generalized their result under minimal conditions. If P($|S_n|\;{\geq}\;{\varepsilon}{\sqrt{2n\;{\log}\;{\log}\;n}}$) is replaced by E{$|S_n|/{\sqrt{n}}-{\varepsilon}{\sqrt{2\;{\log}\;{\log}\;n}$}+ in their results, the new one is called the moment version of precise asymptotics in the law of the iterated logarithm. We establish such a result for self-normalized sums, when X belongs to the domain of attraction of the normal law.

• 대한수학회지
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• 제44권6호
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• pp.1441-1451
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• 2007

A general law of the iterated logarithm (LIL) is established for $l^p$-valued Gaussian random fields under explicit conditions.

• 대한수학회보
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• 제35권4호
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• pp.769-775
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• 1998

In this paper, we obtain an analogue of law of the iterated logarithm for an array of independent, but not necessarily idetically distributed, random variables under some moment conditions of the array.

• 대한수학회지
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• 제44권4호
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• pp.835-844
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• 2007

This paper considers the problem of estimating the error distribution function in nonparametric regression models. Sufficient conditions are given under which the kernel estimator of the error distribution function based on nonparametric residuals satisfies the law of iterated logarithm.

• 대한수학회보
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• 제48권5호
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• pp.1041-1046
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• 2011

Let {X, $X_{i};\;i{\geq}1$} be a sequence of independent and identically distributed positive random variables. Denote $S_n= \sum\array\\_{i=1}^nX_i$ and $S\array\\_n^{(k)}=S_n-X_k$ for n ${\geq}$1, $1{\leq}k{\leq}n$. Under the assumption of the finiteness of the second moments, we derive a type of the law of the iterated logarithm for $S\array\\_n^{(k)}$ and the limit point set for its certain normalization.

• Journal of the Korean Data and Information Science Society
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• 제2권
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• pp.41-44
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• 1991

Petrov (1968) gave two theorems on the law of the iterated logarithm without any assumptions about the existence of moments of independent random variables. In the present paper we show that the same holds true for sign-invariant random variables.

• Communications for Statistical Applications and Methods
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• 제20권3호
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• pp.185-191
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• 2013

Kiefer (1961) studied asymptotic behavior of empirical distribution using the law of the iterated logarithm. Robertson and Wright (1974a) discussed whether this type of result would hold for a maximum likelihood estimator of a stochastically ordered distribution function; however, we show that this cannot be achieved. We provide only a partial answer to this problem. The result is applicable to both estimation and testing problems under the restriction of stochastic ordering.

• 대한수학회지
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• 제49권2호
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• pp.223-233
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• 2012

In this paper we establish some limsup results and a generalized uniform law of the iterated logarithm (LIL) for the increments of partial sums of a strictly stationary and linearly positive quadrant dependent (LPQD) sequence of random variables.