Section 7.6
The law of the iterated logarithm
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Problem 7.6.1
A function is said to belong to the 'upper class' if, in the notation of this section, . A consequence of the law of the iterated logarithm is that is in the upper class for all . Use the first Borel-Cantelli lemma to prove the much weaker fact that is in the upper class for all , in the special case when the are independent variables.
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Origin: Stated according to the original source