A law of the iterated logarithm is derived for the empirical distribution functions of a sequence of independent identically distributed random variables. Convergence is in the uniform topology on the ...
Consider a sequence of independent and identically distributed random variables with the underlying distribution in the domain of attraction of a stable distribution with an exponent in (0, 2]. Define ...
Now that you know what \({\log _a}x\) means, you should know and be able to use the following results, known as the laws of logarithms.