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On the Law of the Iterated Logarithm for Products of Sums
和的乘积的重对数律

Keywords: Product of sum,Laws of the iterated logarithm,Mixing sequence
部分和的乘积
,重对数律,混合序列.,乘积的,重对数律,Products,正则化因子,条件,鞅差序列,平稳遍历,随机变量序列,混合

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Abstract:

Let $\{X,X_n,n\geq1\}$ be a stationary stochastic sequence ofindependent, or $\varphi$-mixing, or $\rho$-mixing positive random variables, or $\{X,X_n,n\geq1\}$ be a positive random variable sequence such that $\{X_n-EX,n\geq1\}$ is a stationary ergodic martingale differences, and set $S_n=\sum\limits^n_{j=1}X_j$ for $n\geq1 $. This paper proves certain law of the iterated logarithm for properly normalized products of the partial sums, $\prod\limits^n_{j=1}S_j/n!\mu^n$ when $EX=\mu>0$ and $0<{\rm Var}(X)<\infty$.

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