Construct · 1 fields · 1 citations

law of the iterated logarithm: a standalone construct

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Probability theory

the result giving the exact size of the largest fluctuations of a random walk, of order the square root of n log log n.

In probability theory, law of the iterated logarithm refers to the result giving the exact size of the largest fluctuations of a random walk, of order the square root of n log log n. This meaning comes from Khintchine (1924) in Fundamenta Mathematicae.[1]

Unit
Recovery means
Measured by

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Nearby constructs

order4 fields · 6 citationsjingle · one word, four constructs random walk1 fields · 3 citationsanchor · a standalone construct root3 fields · 5 citationsjingle · one word, three constructs

References

Khintchine, A. (1924). Über einen Satz der Wahrscheinlichkeitsrechnung. Fundamenta Mathematicae, 6, 9-20. https://doi.org/10.4064/fm-6-1-9-20

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