On a conjecture of Révész
Author:
Qi Man Shao
Journal:
Proc. Amer. Math. Soc. 123 (1995), 575582
MSC:
Primary 60F15; Secondary 60G17
MathSciNet review:
1231304
Fulltext PDF Free Access
Abstract 
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Additional Information
Abstract: Let be i.i.d. random variables with . Révész (1990) proved and conjectured , where . In this we show that Révész's conjecture is true but the conclusion is not valid for general i.i.d. random variables with finite moment generating function.
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Additional Information
DOI:
http://dx.doi.org/10.1090/S00029939199512313049
PII:
S 00029939(1995)12313049
Keywords:
Increments,
partial sums,
a.s. convergence,
random walk
Article copyright:
© Copyright 1995 American Mathematical Society
