













Abstract:We derive concentration inequalities for sums of independent and identically distributed random variables that yield non-asymptotic generalizations of several strong laws of large numbers including some of those due to Kolmogorov [1930], Marcinkiewicz and Zygmund [1937], Chung [1951], Baum and Katz [1965], Ruf, Larsson, Koolen, and Ramdas [2023], and Waudby-Smith, Larsson, and Ramdas [2024]. As applications, we derive non-asymptotic iterated logarithm inequalities in the spirit of Darling and Robbins [1967], as well as pathwise (sometimes described as "game-theoretic") analogues of strong laws and laws of the iterated logarithm.
From: Ian Waudby-Smith [view email]
[v1]
Fri, 31 Oct 2025 18:28:16 UTC (26 KB)
[v2]
Tue, 8 Sep 2026 18:33:37 UTC (27 KB)
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。